BVT Put 105 SNW 20.09.2024
/ DE000VM3VW42
BVT Put 105 SNW 20.09.2024/ DE000VM3VW42 /
8/16/2024 8:04:24 PM |
Chg.-0.030 |
Bid9:59:58 PM |
Ask9:59:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.700EUR |
-4.11% |
- Bid Size: - |
- Ask Size: - |
SANOFI SA INHABER ... |
105.00 EUR |
9/20/2024 |
Put |
Master data
WKN: |
VM3VW4 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
SANOFI SA INHABER EO 2 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
105.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
10/12/2023 |
Last trading day: |
9/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-12.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.76 |
Intrinsic value: |
0.71 |
Implied volatility: |
0.31 |
Historic volatility: |
0.25 |
Parity: |
0.71 |
Time value: |
0.11 |
Break-even: |
96.90 |
Moneyness: |
1.07 |
Premium: |
0.01 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.09 |
Spread %: |
12.50% |
Delta: |
-0.74 |
Theta: |
-0.04 |
Omega: |
-8.94 |
Rho: |
-0.08 |
Quote data
Open: |
0.690 |
High: |
0.710 |
Low: |
0.690 |
Previous Close: |
0.730 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-23.91% |
1 Month |
|
|
-47.76% |
3 Months |
|
|
-54.84% |
YTD |
|
|
-61.54% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.000 |
0.730 |
1M High / 1M Low: |
1.360 |
0.730 |
6M High / 6M Low: |
2.240 |
0.730 |
High (YTD): |
2/14/2024 |
2.260 |
Low (YTD): |
8/15/2024 |
0.730 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.860 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.048 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.603 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
179.66% |
Volatility 6M: |
|
111.89% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |