BVT Call 90 SNW 21.06.2024
/ DE000VM4Q792
BVT Call 90 SNW 21.06.2024/ DE000VM4Q792 /
| 2024-06-07 2:01:48 PM |
Chg.-0.023 |
Bid4:50:45 PM |
Ask4:50:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.147EUR |
-13.53% |
0.206
Bid Size: 85,000 |
0.216
Ask Size: 85,000 |
SANOFI SA INHABER ... |
90.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VM4Q79 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-30 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
36.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.25 |
| Parity: |
0.10 |
| Time value: |
0.15 |
| Break-even: |
92.50 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.06 |
| Spread %: |
29.53% |
| Delta: |
0.61 |
| Theta: |
-0.07 |
| Omega: |
22.04 |
| Rho: |
0.02 |
Quote data
| Open: |
0.172 |
| High: |
0.172 |
| Low: |
0.147 |
| Previous Close: |
0.170 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.36% |
| 1 Month |
|
|
-45.56% |
| 3 Months |
|
|
-38.75% |
| YTD |
|
|
-71.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.176 |
0.132 |
| 1M High / 1M Low: |
0.450 |
0.083 |
| 6M High / 6M Low: |
0.910 |
0.083 |
| High (YTD): |
2024-01-12 |
0.910 |
| Low (YTD): |
2024-05-28 |
0.083 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.163 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.226 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.359 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
392.12% |
| Volatility 6M: |
|
287.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
