BVT Call 84 SNW 21.06.2024
/ DE000VM4Q768
BVT Call 84 SNW 21.06.2024/ DE000VM4Q768 /
| 2024-06-07 8:03:06 PM |
Chg.+0.030 |
Bid9:57:33 PM |
Ask9:57:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+4.35% |
-
Bid Size: - |
-
Ask Size: - |
SANOFI SA INHABER ... |
84.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VM4Q76 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
84.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-30 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.25 |
| Parity: |
0.71 |
| Time value: |
0.13 |
| Break-even: |
92.40 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.09 |
| Spread %: |
12.00% |
| Delta: |
0.80 |
| Theta: |
-0.11 |
| Omega: |
8.65 |
| Rho: |
0.02 |
Quote data
| Open: |
0.700 |
| High: |
0.730 |
| Low: |
0.660 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
-20.88% |
| 3 Months |
|
|
+22.03% |
| YTD |
|
|
-20.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.660 |
| 1M High / 1M Low: |
1.050 |
0.460 |
| 6M High / 6M Low: |
1.390 |
0.360 |
| High (YTD): |
2024-01-12 |
1.390 |
| Low (YTD): |
2024-04-18 |
0.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.690 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.716 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.765 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.36% |
| Volatility 6M: |
|
187.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
