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: |
|
- |
