BVT Call 94 NOVN 21.06.2024
/ DE000VM3V6K3
BVT Call 94 NOVN 21.06.2024/ DE000VM3V6K3 /
| 6/19/2024 10:12:42 AM |
Chg.-0.014 |
Bid11:22:01 AM |
Ask11:22:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.026EUR |
-35.00% |
0.033
Bid Size: 160,000 |
0.043
Ask Size: 160,000 |
NOVARTIS N |
94.00 CHF |
6/21/2024 |
Call |
Master data
| WKN: |
VM3V6K |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
94.00 CHF |
| Maturity: |
6/21/2024 |
| Issue date: |
10/12/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
123.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.19 |
| Parity: |
-0.17 |
| Time value: |
0.08 |
| Break-even: |
99.78 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
94.29 |
| Spread abs.: |
0.04 |
| Spread %: |
107.89% |
| Delta: |
0.33 |
| Theta: |
-0.34 |
| Omega: |
41.13 |
| Rho: |
0.00 |
Quote data
| Open: |
0.026 |
| High: |
0.026 |
| Low: |
0.026 |
| Previous Close: |
0.040 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-81.82% |
| 1 Month |
|
|
-82.31% |
| 3 Months |
|
|
-50.94% |
| YTD |
|
|
-60.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.162 |
0.040 |
| 1M High / 1M Low: |
0.187 |
0.040 |
| 6M High / 6M Low: |
0.340 |
0.032 |
| High (YTD): |
1/22/2024 |
0.340 |
| Low (YTD): |
4/18/2024 |
0.032 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.106 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.108 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.121 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
630.31% |
| Volatility 6M: |
|
451.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
