BVT Put 84 SNW 20.09.2024
/ DE000VM381V0
BVT Put 84 SNW 20.09.2024/ DE000VM381V0 /
8/16/2024 7:52:41 PM |
Chg.-0.001 |
Bid9:59:59 PM |
Ask9:59:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.020EUR |
-4.76% |
- Bid Size: - |
- Ask Size: - |
SANOFI SA INHABER ... |
84.00 EUR |
9/20/2024 |
Put |
Master data
WKN: |
VM381V |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
SANOFI SA INHABER EO 2 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
84.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
10/20/2023 |
Last trading day: |
9/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-315.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.25 |
Parity: |
-1.40 |
Time value: |
0.03 |
Break-even: |
83.69 |
Moneyness: |
0.86 |
Premium: |
0.15 |
Premium p.a.: |
3.13 |
Spread abs.: |
0.01 |
Spread %: |
47.62% |
Delta: |
-0.06 |
Theta: |
-0.02 |
Omega: |
-20.45 |
Rho: |
-0.01 |
Quote data
Open: |
0.019 |
High: |
0.021 |
Low: |
0.019 |
Previous Close: |
0.021 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-55.56% |
1 Month |
|
|
-82.14% |
3 Months |
|
|
-89.25% |
YTD |
|
|
-95.56% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.045 |
0.021 |
1M High / 1M Low: |
0.125 |
0.021 |
6M High / 6M Low: |
0.510 |
0.021 |
High (YTD): |
2/14/2024 |
0.570 |
Low (YTD): |
8/15/2024 |
0.021 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.033 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.069 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.243 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
504.10% |
Volatility 6M: |
|
269.71% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |