BVT Call 95 NOVN 21.06.2024
/ DE000VM5XYA9
BVT Call 95 NOVN 21.06.2024/ DE000VM5XYA9 /
| 6/18/2024 7:53:50 PM |
Chg.-0.019 |
Bid9:57:55 PM |
Ask9:21:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.017EUR |
-52.78% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
95.00 CHF |
6/21/2024 |
Call |
Master data
| WKN: |
VM5XYA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 CHF |
| Maturity: |
6/21/2024 |
| Issue date: |
11/27/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
141.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.19 |
| Parity: |
-0.21 |
| Time value: |
0.07 |
| Break-even: |
100.18 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
31.85 |
| Spread abs.: |
0.03 |
| Spread %: |
86.49% |
| Delta: |
0.30 |
| Theta: |
-0.22 |
| Omega: |
41.75 |
| Rho: |
0.00 |
Quote data
| Open: |
0.022 |
| High: |
0.022 |
| Low: |
0.014 |
| Previous Close: |
0.036 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-75.00% |
| 1 Month |
|
|
-84.26% |
| 3 Months |
|
|
-61.36% |
| YTD |
|
|
-68.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.083 |
0.036 |
| 1M High / 1M Low: |
0.120 |
0.027 |
| 6M High / 6M Low: |
0.290 |
0.025 |
| High (YTD): |
1/22/2024 |
0.290 |
| Low (YTD): |
4/18/2024 |
0.025 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.067 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.071 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.097 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
636.28% |
| Volatility 6M: |
|
465.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
