BVT Put 80 SNW 20.09.2024
/ DE000VM4KE38
BVT Put 80 SNW 20.09.2024/ DE000VM4KE38 /
| 17/07/2024 08:37:46 |
Chg.-0.002 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.062EUR |
-3.13% |
-
Bid Size: - |
-
Ask Size: - |
SANOFI SA INHABER ... |
80.00 EUR |
20/09/2024 |
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 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
25/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-127.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
-1.19 |
| Time value: |
0.07 |
| Break-even: |
79.28 |
| Moneyness: |
0.87 |
| Premium: |
0.14 |
| Premium p.a.: |
1.06 |
| Spread abs.: |
0.01 |
| Spread %: |
16.13% |
| Delta: |
-0.12 |
| Theta: |
-0.02 |
| Omega: |
-14.96 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.062 |
| High: |
0.062 |
| Low: |
0.062 |
| Previous Close: |
0.064 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.68% |
| 1 Month |
|
|
-58.94% |
| 3 Months |
|
|
-79.33% |
| YTD |
|
|
-81.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.071 |
0.052 |
| 1M High / 1M Low: |
0.151 |
0.052 |
| 6M High / 6M Low: |
0.370 |
0.052 |
| High (YTD): |
19/02/2024 |
0.370 |
| Low (YTD): |
12/07/2024 |
0.052 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.059 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.093 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.200 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.94% |
| Volatility 6M: |
|
176.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
