BVT Call 75 NOVN 21.06.2024
/ DE000VM5XWB1
BVT Call 75 NOVN 21.06.2024/ DE000VM5XWB1 /
| 2024-05-03 8:51:32 AM |
Chg.+0.02 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.49EUR |
+1.36% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
75.00 CHF |
2024-06-21 |
Call |
Master data
| WKN: |
VM5XWB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-27 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.32 |
| Intrinsic value: |
1.28 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.19 |
| Parity: |
1.28 |
| Time value: |
0.23 |
| Break-even: |
92.10 |
| Moneyness: |
1.17 |
| Premium: |
0.03 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.13 |
| Spread %: |
9.42% |
| Delta: |
0.82 |
| Theta: |
-0.05 |
| Omega: |
4.87 |
| Rho: |
0.08 |
Quote data
| Open: |
1.49 |
| High: |
1.49 |
| Low: |
1.49 |
| Previous Close: |
1.47 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.15% |
| 1 Month |
|
|
+26.27% |
| 3 Months |
|
|
-14.86% |
| YTD |
|
|
+37.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.54 |
1.47 |
| 1M High / 1M Low: |
1.64 |
1.01 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-22 |
2.08 |
| Low (YTD): |
2024-04-19 |
1.01 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
