BVT Call 82 SNW 20.09.2024
/ DE000VM4Q8F5
BVT Call 82 SNW 20.09.2024/ DE000VM4Q8F5 /
| 18/07/2024 08:58:07 |
Chg.-0.02 |
Bid12:05:50 |
Ask12:05:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.13EUR |
-1.74% |
1.22
Bid Size: 62,000 |
1.23
Ask Size: 62,000 |
SANOFI SA INHABER ... |
82.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
30/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.25 |
| Parity: |
1.00 |
| Time value: |
0.26 |
| Break-even: |
94.60 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.09 |
| Spread %: |
7.69% |
| Delta: |
0.79 |
| Theta: |
-0.04 |
| Omega: |
5.75 |
| Rho: |
0.10 |
Quote data
| Open: |
1.13 |
| High: |
1.13 |
| Low: |
1.13 |
| Previous Close: |
1.15 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.30% |
| 1 Month |
|
|
+36.14% |
| 3 Months |
|
|
+73.85% |
| YTD |
|
|
+2.73% |
| 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): |
10/01/2024 |
1.64 |
| Low (YTD): |
19/04/2024 |
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: |
|
- |
