BVT Call 88 NOVN 21.06.2024
/ DE000VM3V620
BVT Call 88 NOVN 21.06.2024/ DE000VM3V620 /
| 2024-06-14 7:46:07 PM |
Chg.+0.070 |
Bid9:53:06 PM |
Ask9:53:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
+10.14% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
88.00 CHF |
2024-06-21 |
Call |
Master data
| WKN: |
VM3V62 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
88.00 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-12 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.98 |
| Historic volatility: |
0.19 |
| Parity: |
0.67 |
| Time value: |
0.22 |
| Break-even: |
101.25 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
2.78 |
| Spread abs.: |
0.14 |
| Spread %: |
18.67% |
| Delta: |
0.73 |
| Theta: |
-0.34 |
| Omega: |
8.18 |
| Rho: |
0.01 |
Quote data
| Open: |
0.710 |
| High: |
0.760 |
| Low: |
0.710 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.70% |
| 1 Month |
|
|
+26.67% |
| 3 Months |
|
|
+268.93% |
| YTD |
|
|
+317.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.670 |
| 1M High / 1M Low: |
0.760 |
0.340 |
| 6M High / 6M Low: |
0.780 |
0.130 |
| High (YTD): |
2024-01-22 |
0.780 |
| Low (YTD): |
2024-04-18 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.708 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.587 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.396 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
232.37% |
| Volatility 6M: |
|
305.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
