BVT Call 88 SNW 20.09.2024
/ DE000VM4Q8G3
BVT Call 88 SNW 20.09.2024/ DE000VM4Q8G3 /
| 16/08/2024 08:58:13 |
Chg.+0.09 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.12EUR |
+8.74% |
-
Bid Size: - |
-
Ask Size: - |
SANOFI SA INHABER ... |
88.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
VM4Q8G |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
88.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
30/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.25 |
| Parity: |
1.00 |
| Time value: |
0.22 |
| Break-even: |
100.10 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.10 |
| Spread %: |
9.01% |
| Delta: |
0.79 |
| Theta: |
-0.07 |
| Omega: |
6.41 |
| Rho: |
0.06 |
Quote data
| Open: |
1.12 |
| High: |
1.12 |
| Low: |
1.12 |
| Previous Close: |
1.03 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.44% |
| 1 Month |
|
|
+67.16% |
| 3 Months |
|
|
+75.00% |
| YTD |
|
|
+60.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.07 |
0.89 |
| 1M High / 1M Low: |
1.07 |
0.65 |
| 6M High / 6M Low: |
1.07 |
0.30 |
| High (YTD): |
10/01/2024 |
1.17 |
| Low (YTD): |
19/04/2024 |
0.30 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.59 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
224.17% |
| Volatility 6M: |
|
196.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
