BVT Call 94 NOVN 20.09.2024
/ DE000VM3V604
BVT Call 94 NOVN 20.09.2024/ DE000VM3V604 /
| 2024-06-03 10:33:47 AM |
Chg.-0.010 |
Bid10:56:57 AM |
Ask10:56:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
-3.23% |
0.300
Bid Size: 161,000 |
0.310
Ask Size: 161,000 |
NOVARTIS N |
94.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
VM3V60 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
94.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-12 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.19 |
| Parity: |
-0.16 |
| Time value: |
0.39 |
| Break-even: |
99.92 |
| Moneyness: |
0.98 |
| Premium: |
0.06 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.07 |
| Spread %: |
21.88% |
| Delta: |
0.50 |
| Theta: |
-0.02 |
| Omega: |
12.14 |
| Rho: |
0.13 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.310 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.11% |
| 1 Month |
|
|
+81.82% |
| 3 Months |
|
|
+31.00% |
| YTD |
|
|
+117.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.202 |
| 1M High / 1M Low: |
0.360 |
0.164 |
| 6M High / 6M Low: |
0.460 |
0.110 |
| High (YTD): |
2024-01-22 |
0.460 |
| Low (YTD): |
2024-04-18 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.245 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.269 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.230 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
231.60% |
| Volatility 6M: |
|
233.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
