BVT Call 82 SNW 21.06.2024
/ DE000VM4Q8H1
BVT Call 82 SNW 21.06.2024/ DE000VM4Q8H1 /
| 2024-05-31 7:50:32 PM |
Chg.+0.100 |
Bid9:56:54 PM |
Ask9:56:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+14.08% |
-
Bid Size: - |
-
Ask Size: - |
SANOFI SA INHABER ... |
82.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VM4Q8H |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-30 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.25 |
| Parity: |
0.78 |
| Time value: |
0.29 |
| Break-even: |
92.70 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.80 |
| Spread abs.: |
0.18 |
| Spread %: |
20.22% |
| Delta: |
0.73 |
| Theta: |
-0.13 |
| Omega: |
6.15 |
| Rho: |
0.03 |
Quote data
| Open: |
0.670 |
| High: |
0.810 |
| Low: |
0.670 |
| Previous Close: |
0.710 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.41% |
| 1 Month |
|
|
-27.03% |
| 3 Months |
|
|
+15.71% |
| YTD |
|
|
-23.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.650 |
| 1M High / 1M Low: |
1.240 |
0.650 |
| 6M High / 6M Low: |
1.570 |
0.490 |
| High (YTD): |
2024-01-12 |
1.570 |
| Low (YTD): |
2024-04-18 |
0.490 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.732 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.930 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.929 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.03% |
| Volatility 6M: |
|
161.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
