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: |
-110.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.25 |
| Parity: |
-0.66 |
| Time value: |
0.09 |
| Break-even: |
91.11 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
1.19 |
| Spread abs.: |
0.01 |
| Spread %: |
17.11% |
| Delta: |
-0.19 |
| Theta: |
-0.03 |
| Omega: |
-20.62 |
| 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: |
|
- |
