BVT Put 105 SNW 20.09.2024
/ DE000VM3VW42
BVT Put 105 SNW 20.09.2024/ DE000VM3VW42 /
| 17/07/2024 08:53:25 |
Chg.+0.02 |
Bid20:58:01 |
Ask20:58:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.34EUR |
+1.52% |
1.35
Bid Size: 6,000 |
1.44
Ask Size: 6,000 |
SANOFI SA INHABER ... |
105.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
12/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
1.31 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.25 |
| Parity: |
1.31 |
| Time value: |
0.12 |
| Break-even: |
90.70 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.09 |
| Spread %: |
6.72% |
| Delta: |
-0.76 |
| Theta: |
-0.03 |
| Omega: |
-4.90 |
| Rho: |
-0.15 |
Quote data
| Open: |
1.34 |
| High: |
1.34 |
| Low: |
1.34 |
| Previous Close: |
1.32 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.52% |
| 1 Month |
|
|
-23.86% |
| 3 Months |
|
|
-36.79% |
| YTD |
|
|
-27.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.32 |
1.14 |
| 1M High / 1M Low: |
1.81 |
1.14 |
| 6M High / 6M Low: |
2.26 |
1.14 |
| High (YTD): |
19/04/2024 |
2.26 |
| Low (YTD): |
11/07/2024 |
1.14 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.73% |
| Volatility 6M: |
|
95.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
