BVT Call 105 SNW 20.12.2024
/ DE000VM7HUP4
BVT Call 105 SNW 20.12.2024/ DE000VM7HUP4 /
| 2024-10-18 8:30:07 AM |
Chg.-0.036 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.214EUR |
-14.40% |
-
Bid Size: - |
-
Ask Size: - |
SANOFI SA INHABER ... |
105.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
VM7HUP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-28 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
33.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.25 |
| Parity: |
-0.42 |
| Time value: |
0.30 |
| Break-even: |
108.00 |
| Moneyness: |
0.96 |
| Premium: |
0.07 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.04 |
| Spread %: |
15.38% |
| Delta: |
0.40 |
| Theta: |
-0.04 |
| Omega: |
13.37 |
| Rho: |
0.06 |
Quote data
| Open: |
0.214 |
| High: |
0.214 |
| Low: |
0.214 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.69% |
| 1 Month |
|
|
-54.47% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-6.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.214 |
| 1M High / 1M Low: |
0.470 |
0.208 |
| 6M High / 6M Low: |
0.620 |
0.113 |
| High (YTD): |
2024-09-05 |
0.620 |
| Low (YTD): |
2024-04-19 |
0.079 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.245 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.323 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.256 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
211.98% |
| Volatility 6M: |
|
207.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
