BVT Call 85 SNW 21.06.2024
/ DE000VD0K8R9
BVT Call 85 SNW 21.06.2024/ DE000VD0K8R9 /
| 2024-06-11 8:17:11 AM |
Chg.-0.040 |
Bid8:25:22 AM |
Ask8:25:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
-5.97% |
0.630
Bid Size: 12,000 |
0.680
Ask Size: 12,000 |
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: |
12.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.25 |
| Parity: |
0.61 |
| Time value: |
0.13 |
| Break-even: |
92.40 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.09 |
| Spread %: |
13.85% |
| Delta: |
0.78 |
| Theta: |
-0.13 |
| Omega: |
9.61 |
| Rho: |
0.02 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.630 |
| Previous Close: |
0.670 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.55% |
| 1 Month |
|
|
-25.88% |
| 3 Months |
|
|
+26.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.550 |
| 1M High / 1M Low: |
0.890 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.598 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.597 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
330.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
