BVT Call 86 NOVN 21.06.2024
/ DE000VM30CY9
BVT Call 86 NOVN 21.06.2024/ DE000VM30CY9 /
| 2024-06-19 10:24:26 AM |
Chg.-0.010 |
Bid1:29:49 PM |
Ask1:29:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
-1.27% |
0.850
Bid Size: 81,000 |
0.860
Ask Size: 81,000 |
NOVARTIS N |
86.00 CHF |
2024-06-21 |
Call |
Master data
| WKN: |
VM30CY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
86.00 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-16 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
1.89 |
| Historic volatility: |
0.19 |
| Parity: |
0.68 |
| Time value: |
0.25 |
| Break-even: |
99.87 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.14 |
| Spread %: |
17.72% |
| Delta: |
0.72 |
| Theta: |
-1.15 |
| Omega: |
7.55 |
| Rho: |
0.00 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.780 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.22% |
| 1 Month |
|
|
-3.70% |
| 3 Months |
|
|
+188.89% |
| YTD |
|
|
+200.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.790 |
| 1M High / 1M Low: |
0.960 |
0.520 |
| 6M High / 6M Low: |
0.960 |
0.197 |
| High (YTD): |
2024-06-14 |
0.960 |
| Low (YTD): |
2024-04-18 |
0.197 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.880 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.786 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.546 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.94% |
| Volatility 6M: |
|
265.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
