BVT Call 75 NOVN 21.06.2024
/ DE000VM5XWB1
BVT Call 75 NOVN 21.06.2024/ DE000VM5XWB1 /
| 2024-06-19 4:50:24 PM |
Chg.+0.070 |
Bid6:12:27 PM |
Ask6:12:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.010EUR |
+3.61% |
2.020
Bid Size: 17,000 |
2.130
Ask Size: 17,000 |
NOVARTIS N |
75.00 CHF |
2024-06-21 |
Call |
Master data
| WKN: |
VM5XWB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-27 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.84 |
| Intrinsic value: |
1.83 |
| Implied volatility: |
3.37 |
| Historic volatility: |
0.19 |
| Parity: |
1.83 |
| Time value: |
0.25 |
| Break-even: |
99.78 |
| Moneyness: |
1.23 |
| Premium: |
0.03 |
| Premium p.a.: |
94.51 |
| Spread abs.: |
0.14 |
| Spread %: |
7.22% |
| Delta: |
0.83 |
| Theta: |
-1.53 |
| Omega: |
3.89 |
| Rho: |
0.00 |
Quote data
| Open: |
1.940 |
| High: |
2.010 |
| Low: |
1.940 |
| Previous Close: |
1.940 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.43% |
| 1 Month |
|
|
+5.24% |
| 3 Months |
|
|
+71.79% |
| YTD |
|
|
+84.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.120 |
1.940 |
| 1M High / 1M Low: |
2.120 |
1.610 |
| 6M High / 6M Low: |
2.120 |
1.030 |
| High (YTD): |
2024-06-14 |
2.120 |
| Low (YTD): |
2024-04-18 |
1.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.028 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.905 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.580 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.59% |
| Volatility 6M: |
|
107.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
