BVT Call 88 SNW 21.06.2024
/ DE000VM4Q750
BVT Call 88 SNW 21.06.2024/ DE000VM4Q750 /
| 2024-05-31 8:03:30 PM |
Chg.+0.062 |
Bid9:58:22 PM |
Ask9:58:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
+31.31% |
-
Bid Size: - |
-
Ask Size: - |
SANOFI SA INHABER ... |
88.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VM4Q75 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
88.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-30 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.25 |
| Parity: |
0.18 |
| Time value: |
0.30 |
| Break-even: |
92.80 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.84 |
| Spread abs.: |
0.15 |
| Spread %: |
45.45% |
| Delta: |
0.60 |
| Theta: |
-0.10 |
| Omega: |
11.26 |
| Rho: |
0.03 |
Quote data
| Open: |
0.172 |
| High: |
0.270 |
| Low: |
0.172 |
| Previous Close: |
0.198 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.33% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-16.13% |
| YTD |
|
|
-59.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.162 |
| 1M High / 1M Low: |
0.650 |
0.162 |
| 6M High / 6M Low: |
1.070 |
0.162 |
| High (YTD): |
2024-01-12 |
1.070 |
| Low (YTD): |
2024-05-28 |
0.162 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.220 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.382 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.480 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
329.30% |
| Volatility 6M: |
|
252.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
