BVT Call 90 NOVN 21.06.2024
/ DE000VM3V596
BVT Call 90 NOVN 21.06.2024/ DE000VM3V596 /
| 2024-06-18 8:05:34 PM |
Chg.-0.050 |
Bid8:05:34 PM |
Ask8:05:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-11.90% |
0.370
Bid Size: 13,000 |
0.510
Ask Size: 13,000 |
NOVARTIS N |
90.00 CHF |
2024-06-21 |
Call |
Master data
| WKN: |
VM3V59 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 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: |
17.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
1.11 |
| Historic volatility: |
0.19 |
| Parity: |
0.31 |
| Time value: |
0.25 |
| Break-even: |
99.86 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
21.08 |
| Spread abs.: |
0.14 |
| Spread %: |
33.33% |
| Delta: |
0.65 |
| Theta: |
-0.61 |
| Omega: |
11.23 |
| Rho: |
0.00 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.340 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.28% |
| 1 Month |
|
|
-13.95% |
| 3 Months |
|
|
+184.62% |
| YTD |
|
|
+184.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.420 |
| 1M High / 1M Low: |
0.550 |
0.187 |
| 6M High / 6M Low: |
0.620 |
0.084 |
| High (YTD): |
2024-01-22 |
0.620 |
| Low (YTD): |
2024-04-18 |
0.084 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.486 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.400 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.282 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
346.70% |
| Volatility 6M: |
|
340.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
