BVT Put 84 SNW 20.09.2024
/ DE000VM381V0
BVT Put 84 SNW 20.09.2024/ DE000VM381V0 /
| 17/07/2024 19:52:50 |
Chg.+0.013 |
Bid21:58:15 |
Ask21:59:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.125EUR |
+11.61% |
-
Bid Size: - |
-
Ask Size: - |
SANOFI SA INHABER ... |
84.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
20/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-72.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.25 |
| Parity: |
-0.79 |
| Time value: |
0.13 |
| Break-even: |
82.74 |
| Moneyness: |
0.91 |
| Premium: |
0.10 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.01 |
| Spread %: |
11.50% |
| Delta: |
-0.19 |
| Theta: |
-0.02 |
| Omega: |
-14.17 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.123 |
| High: |
0.137 |
| Low: |
0.121 |
| Previous Close: |
0.112 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.58% |
| 1 Month |
|
|
-47.92% |
| 3 Months |
|
|
-72.83% |
| YTD |
|
|
-72.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.112 |
0.092 |
| 1M High / 1M Low: |
0.250 |
0.092 |
| 6M High / 6M Low: |
0.570 |
0.092 |
| High (YTD): |
14/02/2024 |
0.570 |
| Low (YTD): |
12/07/2024 |
0.092 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.101 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.152 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.306 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
236.28% |
| Volatility 6M: |
|
182.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
