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: |
|
- |