BVT Put 76 SNW 20.09.2024
/ DE000VM4Q8Y6
BVT Put 76 SNW 20.09.2024/ DE000VM4Q8Y6 /
| 2024-08-13 8:56:58 AM |
Chg.- |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.016EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
SANOFI SA INHABER ... |
76.00 - |
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 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-30 |
| Last trading day: |
2024-08-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-337.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.25 |
| Parity: |
-2.20 |
| Time value: |
0.03 |
| Break-even: |
75.71 |
| Moneyness: |
0.78 |
| Premium: |
0.23 |
| Premium p.a.: |
7.45 |
| Spread abs.: |
0.02 |
| Spread %: |
123.08% |
| Delta: |
-0.04 |
| Theta: |
-0.02 |
| Omega: |
-14.65 |
| Rho: |
0.00 |
Quote data
| Open: |
0.016 |
| High: |
0.016 |
| Low: |
0.016 |
| Previous Close: |
0.017 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.79% |
| 1 Month |
|
|
-54.29% |
| 3 Months |
|
|
-72.88% |
| YTD |
|
|
-93.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.019 |
0.016 |
| 1M High / 1M Low: |
0.043 |
0.015 |
| 6M High / 6M Low: |
0.240 |
0.015 |
| High (YTD): |
2024-02-15 |
0.260 |
| Low (YTD): |
2024-08-02 |
0.015 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.017 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.025 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.099 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
535.71% |
| Volatility 6M: |
|
272.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
