BVT Call 82 SNW 20.09.2024
/ DE000VM4Q8F5
BVT Call 82 SNW 20.09.2024/ DE000VM4Q8F5 /
| 2024-07-17 8:57:19 AM |
Chg.-0.02 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.15EUR |
-1.71% |
-
Bid Size: - |
-
Ask Size: - |
SANOFI SA INHABER ... |
82.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
VM4Q8F |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-30 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
0.99 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.25 |
| Parity: |
0.99 |
| Time value: |
0.25 |
| Break-even: |
94.40 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.09 |
| Spread %: |
7.83% |
| Delta: |
0.79 |
| Theta: |
-0.04 |
| Omega: |
5.86 |
| Rho: |
0.11 |
Quote data
| Open: |
1.15 |
| High: |
1.15 |
| Low: |
1.15 |
| Previous Close: |
1.17 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.81% |
| 1 Month |
|
|
+38.55% |
| 3 Months |
|
|
+76.92% |
| YTD |
|
|
+4.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.35 |
1.15 |
| 1M High / 1M Low: |
1.35 |
0.76 |
| 6M High / 6M Low: |
1.56 |
0.59 |
| High (YTD): |
2024-01-10 |
1.64 |
| Low (YTD): |
2024-04-19 |
0.59 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.97 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.32% |
| Volatility 6M: |
|
143.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
