BVT Call 84 SNW 20.09.2024
/ DE000VM4Q784
BVT Call 84 SNW 20.09.2024/ DE000VM4Q784 /
| 2024-08-16 8:58:14 AM |
Chg.+0.09 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.50EUR |
+6.38% |
-
Bid Size: - |
-
Ask Size: - |
SANOFI SA INHABER ... |
84.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
VM4Q78 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
84.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-30 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
1.40 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.25 |
| Parity: |
1.40 |
| Time value: |
0.20 |
| Break-even: |
99.90 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.10 |
| Spread %: |
6.71% |
| Delta: |
0.83 |
| Theta: |
-0.07 |
| Omega: |
5.14 |
| Rho: |
0.06 |
Quote data
| Open: |
1.50 |
| High: |
1.50 |
| Low: |
1.50 |
| Previous Close: |
1.41 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.11% |
| 1 Month |
|
|
+54.64% |
| 3 Months |
|
|
+68.54% |
| YTD |
|
|
+56.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.50 |
1.26 |
| 1M High / 1M Low: |
1.50 |
0.95 |
| 6M High / 6M Low: |
1.50 |
0.47 |
| High (YTD): |
2024-08-16 |
1.50 |
| Low (YTD): |
2024-04-19 |
0.47 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.87 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.71% |
| Volatility 6M: |
|
158.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
