BVT Put 100 SNW 20.09.2024
/ DE000VM381U2
BVT Put 100 SNW 20.09.2024/ DE000VM381U2 /
| 8/16/2024 8:04:28 PM |
Chg.-0.020 |
Bid9:59:58 PM |
Ask9:59:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
-5.71% |
-
Bid Size: - |
-
Ask Size: - |
SANOFI SA INHABER ... |
100.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
VM381U |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/20/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-24.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.25 |
| Parity: |
0.21 |
| Time value: |
0.20 |
| Break-even: |
96.00 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.06 |
| Spread %: |
17.65% |
| Delta: |
-0.57 |
| Theta: |
-0.04 |
| Omega: |
-14.02 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.320 |
| High: |
0.330 |
| Low: |
0.320 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.29% |
| 1 Month |
|
|
-64.13% |
| 3 Months |
|
|
-70.00% |
| YTD |
|
|
-76.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.330 |
| 1M High / 1M Low: |
0.920 |
0.330 |
| 6M High / 6M Low: |
1.750 |
0.330 |
| High (YTD): |
2/14/2024 |
1.790 |
| Low (YTD): |
8/16/2024 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.418 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.612 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.140 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
243.49% |
| Volatility 6M: |
|
145.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
