BVT Put 95 NOVN 20.12.2024
/ DE000VC21HL5
BVT Put 95 NOVN 20.12.2024/ DE000VC21HL5 /
| 09/09/2024 08:46:42 |
Chg.0.000 |
Bid21:11:31 |
Ask21:11:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
0.00% |
0.204
Bid Size: 23,000 |
0.239
Ask Size: 23,000 |
NOVARTIS N |
95.00 CHF |
20/12/2024 |
Put |
Master data
| WKN: |
VC21HL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
30/08/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-34.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
-0.31 |
| Time value: |
0.30 |
| Break-even: |
98.49 |
| Moneyness: |
0.97 |
| Premium: |
0.06 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.05 |
| Spread %: |
20.00% |
| Delta: |
-0.35 |
| Theta: |
-0.02 |
| Omega: |
-12.03 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.240 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+57.89% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.152 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.187 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
