BVT Call 96 NOVN 20.09.2024
/ DE000VM3V6T4
BVT Call 96 NOVN 20.09.2024/ DE000VM3V6T4 /
| 2024-06-14 10:32:07 AM |
Chg.0.000 |
Bid1:51:07 PM |
Ask1:51:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
0.00% |
0.300
Bid Size: 158,000 |
0.310
Ask Size: 158,000 |
NOVARTIS N |
96.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
VM3V6T |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
96.00 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: |
27.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.19 |
| Parity: |
-0.27 |
| Time value: |
0.35 |
| Break-even: |
103.52 |
| Moneyness: |
0.97 |
| Premium: |
0.06 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.07 |
| Spread %: |
25.00% |
| Delta: |
0.46 |
| Theta: |
-0.03 |
| Omega: |
12.75 |
| Rho: |
0.11 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.67% |
| 1 Month |
|
|
+7.69% |
| 3 Months |
|
|
+101.44% |
| YTD |
|
|
+159.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.260 |
| 1M High / 1M Low: |
0.300 |
0.144 |
| 6M High / 6M Low: |
0.370 |
0.081 |
| High (YTD): |
2024-01-22 |
0.370 |
| Low (YTD): |
2024-04-18 |
0.081 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.282 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.234 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.187 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
232.76% |
| Volatility 6M: |
|
246.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
