BVT Call 88 SNW 20.09.2024
/ DE000VM4Q8G3
BVT Call 88 SNW 20.09.2024/ DE000VM4Q8G3 /
| 7/17/2024 8:57:19 AM |
Chg.-0.010 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
-1.49% |
-
Bid Size: - |
-
Ask Size: - |
SANOFI SA INHABER ... |
88.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/30/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
0.39 |
| Time value: |
0.34 |
| Break-even: |
95.30 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.07 |
| Spread %: |
10.61% |
| Delta: |
0.67 |
| Theta: |
-0.04 |
| Omega: |
8.45 |
| Rho: |
0.10 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.660 |
| Previous Close: |
0.670 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.35% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
+83.33% |
| YTD |
|
|
-5.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.670 |
| 1M High / 1M Low: |
0.830 |
0.390 |
| 6M High / 6M Low: |
1.090 |
0.300 |
| High (YTD): |
1/10/2024 |
1.170 |
| Low (YTD): |
4/19/2024 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.766 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.601 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.561 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.03% |
| Volatility 6M: |
|
187.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
