BVT Put 88 SNW 20.09.2024
/ DE000VM381T4
BVT Put 88 SNW 20.09.2024/ DE000VM381T4 /
| 16/08/2024 19:44:26 |
Chg.-0.004 |
Bid21:59:58 |
Ask21:59:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.034EUR |
-10.53% |
-
Bid Size: - |
-
Ask Size: - |
SANOFI SA INHABER ... |
88.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
VM381T |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
88.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
20/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-208.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
-1.00 |
| Time value: |
0.05 |
| Break-even: |
87.53 |
| Moneyness: |
0.90 |
| Premium: |
0.11 |
| Premium p.a.: |
1.87 |
| Spread abs.: |
0.01 |
| Spread %: |
27.03% |
| Delta: |
-0.11 |
| Theta: |
-0.02 |
| Omega: |
-21.93 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.033 |
| High: |
0.035 |
| Low: |
0.033 |
| Previous Close: |
0.038 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-57.50% |
| 1 Month |
|
|
-84.55% |
| 3 Months |
|
|
-89.03% |
| YTD |
|
|
-94.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.080 |
0.034 |
| 1M High / 1M Low: |
0.220 |
0.034 |
| 6M High / 6M Low: |
0.760 |
0.034 |
| High (YTD): |
14/02/2024 |
0.810 |
| Low (YTD): |
16/08/2024 |
0.034 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.051 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.117 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.372 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
416.25% |
| Volatility 6M: |
|
240.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
