BVT Call 90 SNW 21.06.2024
/ DE000VM4Q792
BVT Call 90 SNW 21.06.2024/ DE000VM4Q792 /
| 2024-05-31 8:56:51 AM |
Chg.-0.012 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.067EUR |
-15.19% |
-
Bid Size: - |
-
Ask Size: - |
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: |
30.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.25 |
| Parity: |
-0.02 |
| Time value: |
0.29 |
| Break-even: |
92.90 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
0.87 |
| Spread abs.: |
0.11 |
| Spread %: |
59.34% |
| Delta: |
0.51 |
| Theta: |
-0.08 |
| Omega: |
15.89 |
| Rho: |
0.02 |
Quote data
| Open: |
0.067 |
| High: |
0.067 |
| Low: |
0.067 |
| Previous Close: |
0.079 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-72.08% |
| 1 Month |
|
|
-76.90% |
| 3 Months |
|
|
-75.19% |
| YTD |
|
|
-86.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.067 |
| 1M High / 1M Low: |
0.440 |
0.067 |
| 6M High / 6M Low: |
0.930 |
0.067 |
| High (YTD): |
2024-01-10 |
0.930 |
| Low (YTD): |
2024-05-31 |
0.067 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.116 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.244 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.365 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
460.61% |
| Volatility 6M: |
|
299.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
