BVT Put 94 SNW 20.09.2024
/ DE000VM3VX74
BVT Put 94 SNW 20.09.2024/ DE000VM3VX74 /
| 8/16/2024 8:54:35 AM |
Chg.-0.033 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.107EUR |
-23.57% |
-
Bid Size: - |
-
Ask Size: - |
SANOFI SA INHABER ... |
94.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
VM3VX7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
94.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/12/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-75.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.25 |
| Parity: |
-0.40 |
| Time value: |
0.13 |
| Break-even: |
92.71 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.02 |
| Spread %: |
17.27% |
| Delta: |
-0.27 |
| Theta: |
-0.03 |
| Omega: |
-20.39 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.107 |
| High: |
0.107 |
| Low: |
0.107 |
| Previous Close: |
0.140 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-55.42% |
| 1 Month |
|
|
-76.22% |
| 3 Months |
|
|
-81.55% |
| YTD |
|
|
-89.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.140 |
| 1M High / 1M Low: |
0.490 |
0.140 |
| 6M High / 6M Low: |
1.230 |
0.140 |
| High (YTD): |
4/19/2024 |
1.230 |
| Low (YTD): |
8/15/2024 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.190 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.310 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.707 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
231.23% |
| Volatility 6M: |
|
175.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
