BVT Call 85 NOVN 21.06.2024
/ DE000VM5XWG0
BVT Call 85 NOVN 21.06.2024/ DE000VM5XWG0 /
| 18/06/2024 19:43:08 |
Chg.-0.050 |
Bid21:57:35 |
Ask21:57:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
-5.32% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
85.00 CHF |
21/06/2024 |
Call |
Master data
| WKN: |
VM5XWG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 CHF |
| Maturity: |
21/06/2024 |
| Issue date: |
27/11/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
1.69 |
| Historic volatility: |
0.19 |
| Parity: |
0.83 |
| Time value: |
0.25 |
| Break-even: |
99.82 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
20.12 |
| Spread abs.: |
0.14 |
| Spread %: |
14.89% |
| Delta: |
0.75 |
| Theta: |
-0.80 |
| Omega: |
6.73 |
| Rho: |
0.01 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.860 |
| Previous Close: |
0.940 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.59% |
| 1 Month |
|
|
-2.20% |
| 3 Months |
|
|
+169.70% |
| YTD |
|
|
+206.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.890 |
| 1M High / 1M Low: |
1.080 |
0.610 |
| 6M High / 6M Low: |
1.080 |
0.240 |
| High (YTD): |
14/06/2024 |
1.080 |
| Low (YTD): |
18/04/2024 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.990 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.888 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.626 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.56% |
| Volatility 6M: |
|
255.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
