BVT Call 86 SNW 21.06.2024
/ DE000VM4Q743
BVT Call 86 SNW 21.06.2024/ DE000VM4Q743 /
| 2024-06-07 7:45:01 PM |
Chg.+0.040 |
Bid9:56:58 PM |
Ask9:56:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
+8.16% |
-
Bid Size: - |
-
Ask Size: - |
SANOFI SA INHABER ... |
86.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VM4Q74 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
86.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-30 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.25 |
| Parity: |
0.50 |
| Time value: |
0.14 |
| Break-even: |
92.40 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.09 |
| Spread %: |
16.36% |
| Delta: |
0.75 |
| Theta: |
-0.10 |
| Omega: |
10.71 |
| Rho: |
0.02 |
Quote data
| Open: |
0.520 |
| High: |
0.550 |
| Low: |
0.460 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.19% |
| 1 Month |
|
|
-17.19% |
| 3 Months |
|
|
+17.78% |
| YTD |
|
|
-31.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.420 |
| 1M High / 1M Low: |
0.840 |
0.290 |
| 6M High / 6M Low: |
1.230 |
0.240 |
| High (YTD): |
2024-01-12 |
1.230 |
| Low (YTD): |
2024-04-18 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.476 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.539 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.611 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
262.59% |
| Volatility 6M: |
|
227.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
