BVT Put 92 SNW 20.09.2024
/ DE000VD8XGX3
BVT Put 92 SNW 20.09.2024/ DE000VD8XGX3 /
16/08/2024 08:53:17 |
Chg.-0.025 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
0.072EUR |
-25.77% |
- Bid Size: - |
- Ask Size: - |
SANOFI SA INHABER ... |
92.00 EUR |
20/09/2024 |
Put |
Master data
WKN: |
VD8XGX |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
SANOFI SA INHABER EO 2 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
92.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
01/07/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-112.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.25 |
Parity: |
-0.60 |
Time value: |
0.09 |
Break-even: |
91.13 |
Moneyness: |
0.94 |
Premium: |
0.07 |
Premium p.a.: |
1.02 |
Spread abs.: |
0.01 |
Spread %: |
16.00% |
Delta: |
-0.19 |
Theta: |
-0.03 |
Omega: |
-21.75 |
Rho: |
-0.02 |
Quote data
Open: |
0.072 |
High: |
0.072 |
Low: |
0.072 |
Previous Close: |
0.097 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-59.55% |
1 Month |
|
|
-80.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.158 |
0.072 |
1M High / 1M Low: |
0.380 |
0.072 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.116 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.222 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
256.48% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |