BVT Call 94 SNW 20.12.2024
/ DE000VM7HUK5
BVT Call 94 SNW 20.12.2024/ DE000VM7HUK5 /
| 2024-10-18 8:30:05 AM |
Chg.-0.080 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
-8.99% |
-
Bid Size: - |
-
Ask Size: - |
SANOFI SA INHABER ... |
94.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
VM7HUK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
94.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-28 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.25 |
| Parity: |
0.68 |
| Time value: |
0.31 |
| Break-even: |
103.90 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.09 |
| Spread %: |
10.00% |
| Delta: |
0.73 |
| Theta: |
-0.04 |
| Omega: |
7.40 |
| Rho: |
0.11 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.810 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.00% |
| 1 Month |
|
|
-35.20% |
| 3 Months |
|
|
+39.66% |
| YTD |
|
|
+52.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.810 |
| 1M High / 1M Low: |
1.250 |
0.780 |
| 6M High / 6M Low: |
1.420 |
0.340 |
| High (YTD): |
2024-09-11 |
1.420 |
| Low (YTD): |
2024-04-19 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.882 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.013 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.726 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.20% |
| Volatility 6M: |
|
152.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
