BVT Put 76 SNW 20.09.2024
/ DE000VM4Q8Y6
BVT Put 76 SNW 20.09.2024/ DE000VM4Q8Y6 /
| 2024-07-17 7:44:09 PM |
Chg.+0.005 |
Bid8:58:07 PM |
Ask8:58:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.040EUR |
+14.29% |
0.040
Bid Size: 12,000 |
0.050
Ask Size: 12,000 |
SANOFI SA INHABER ... |
76.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
VM4Q8Y |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
76.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-30 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-199.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.25 |
| Parity: |
-1.59 |
| Time value: |
0.05 |
| Break-even: |
75.54 |
| Moneyness: |
0.83 |
| Premium: |
0.18 |
| Premium p.a.: |
1.51 |
| Spread abs.: |
0.01 |
| Spread %: |
27.78% |
| Delta: |
-0.07 |
| Theta: |
-0.01 |
| Omega: |
-14.78 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.037 |
| High: |
0.040 |
| Low: |
0.037 |
| Previous Close: |
0.035 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.65% |
| 1 Month |
|
|
-54.02% |
| 3 Months |
|
|
-78.72% |
| YTD |
|
|
-82.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.035 |
0.031 |
| 1M High / 1M Low: |
0.087 |
0.031 |
| 6M High / 6M Low: |
0.260 |
0.031 |
| High (YTD): |
2024-02-14 |
0.260 |
| Low (YTD): |
2024-07-12 |
0.031 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.033 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.051 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.128 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.61% |
| Volatility 6M: |
|
199.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
