BVT Put 72 SNW 20.09.2024
/ DE000VM4Q8Q2
BVT Put 72 SNW 20.09.2024/ DE000VM4Q8Q2 /
| 2024-08-01 10:20:41 AM |
Chg.0.000 |
Bid10:20:41 AM |
Ask10:20:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.011EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
SANOFI SA INHABER ... |
72.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
VM4Q8Q |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
72.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-30 |
| Last trading day: |
2024-08-01 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-349.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.25 |
| Parity: |
-2.60 |
| Time value: |
0.03 |
| Break-even: |
71.72 |
| Moneyness: |
0.74 |
| Premium: |
0.27 |
| Premium p.a.: |
10.88 |
| Spread abs.: |
0.02 |
| Spread %: |
154.55% |
| Delta: |
-0.04 |
| Theta: |
-0.02 |
| Omega: |
-12.81 |
| Rho: |
0.00 |
Quote data
| Open: |
0.011 |
| High: |
0.011 |
| Low: |
0.011 |
| Previous Close: |
0.011 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-47.62% |
| 3 Months |
|
|
-74.42% |
| YTD |
|
|
-93.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.022 |
0.011 |
| 6M High / 6M Low: |
0.157 |
0.011 |
| High (YTD): |
2024-02-14 |
0.178 |
| Low (YTD): |
2024-08-01 |
0.011 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.017 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.065 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
248.85% |
| Volatility 6M: |
|
242.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
