BVT Call 85 SNW 21.06.2024
/ DE000VD0K8R9
BVT Call 85 SNW 21.06.2024/ DE000VD0K8R9 /
| 2024-06-11 1:54:47 PM |
Chg.-0.030 |
Bid3:51:14 PM |
Ask3:51:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
-5.26% |
0.520
Bid Size: 61,000 |
0.530
Ask Size: 61,000 |
SANOFI SA INHABER ... |
85.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VD0K8R |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.25 |
| Parity: |
0.53 |
| Time value: |
0.13 |
| Break-even: |
91.60 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.09 |
| Spread %: |
15.79% |
| Delta: |
0.76 |
| Theta: |
-0.14 |
| Omega: |
10.39 |
| Rho: |
0.02 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.540 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.47% |
| 1 Month |
|
|
-42.55% |
| 3 Months |
|
|
-3.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.570 |
| 1M High / 1M Low: |
0.860 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.592 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.587 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
224.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
