BVT Put 80 SNW 20.09.2024
/ DE000VM4KE38
BVT Put 80 SNW 20.09.2024/ DE000VM4KE38 /
2024-08-16 10:10:37 AM |
Chg.-0.001 |
Bid10:10:37 AM |
Ask10:10:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.013EUR |
-7.14% |
- Bid Size: - |
- Ask Size: - |
SANOFI SA INHABER ... |
80.00 - |
2024-09-20 |
Put |
Master data
WKN: |
VM4KE3 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
SANOFI SA INHABER EO 2 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
80.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-25 |
Last trading day: |
2024-08-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-337.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.25 |
Parity: |
-1.80 |
Time value: |
0.03 |
Break-even: |
79.71 |
Moneyness: |
0.82 |
Premium: |
0.19 |
Premium p.a.: |
4.94 |
Spread abs.: |
0.02 |
Spread %: |
123.08% |
Delta: |
-0.05 |
Theta: |
-0.02 |
Omega: |
-17.27 |
Rho: |
-0.01 |
Quote data
Open: |
0.013 |
High: |
0.013 |
Low: |
0.013 |
Previous Close: |
0.014 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-51.85% |
1 Month |
|
|
-79.03% |
3 Months |
|
|
-88.39% |
YTD |
|
|
-95.94% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.027 |
0.014 |
1M High / 1M Low: |
0.070 |
0.014 |
6M High / 6M Low: |
0.350 |
0.014 |
High (YTD): |
2024-02-14 |
0.390 |
Low (YTD): |
2024-08-15 |
0.014 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.020 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.040 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.153 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
590.84% |
Volatility 6M: |
|
303.92% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |