BVT Call 84 NOVN 21.06.2024
/ DE000VM36879
BVT Call 84 NOVN 21.06.2024/ DE000VM36879 /
| 6/18/2024 8:02:34 PM |
Chg.-0.040 |
Bid9:37:30 AM |
Ask9:37:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.000EUR |
-3.85% |
0.980
Bid Size: 82,000 |
0.990
Ask Size: 82,000 |
NOVARTIS N |
84.00 CHF |
6/21/2024 |
Call |
Master data
| WKN: |
VM3687 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
84.00 CHF |
| Maturity: |
6/21/2024 |
| Issue date: |
10/19/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
1.82 |
| Historic volatility: |
0.19 |
| Parity: |
0.94 |
| Time value: |
0.25 |
| Break-even: |
99.87 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
21.52 |
| Spread abs.: |
0.14 |
| Spread %: |
13.33% |
| Delta: |
0.76 |
| Theta: |
-0.84 |
| Omega: |
6.20 |
| Rho: |
0.01 |
Quote data
| Open: |
1.000 |
| High: |
1.000 |
| Low: |
0.970 |
| Previous Close: |
1.040 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.50% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+156.41% |
| YTD |
|
|
+170.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.170 |
1.000 |
| 1M High / 1M Low: |
1.170 |
0.710 |
| 6M High / 6M Low: |
1.170 |
0.300 |
| High (YTD): |
6/14/2024 |
1.170 |
| Low (YTD): |
4/18/2024 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.090 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.988 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.711 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.27% |
| Volatility 6M: |
|
219.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
