BVT Call 98 SNW 21.06.2024
/ DE000VU9EPC5
BVT Call 98 SNW 21.06.2024/ DE000VU9EPC5 /
| 5/29/2024 10:34:09 AM |
Chg.0.000 |
Bid12:06:55 PM |
Ask12:06:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.002EUR |
0.00% |
0.002
Bid Size: 114,000 |
0.026
Ask Size: 114,000 |
SANOFI SA INHABER ... |
98.00 EUR |
6/21/2024 |
Call |
Master data
| WKN: |
VU9EPC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
98.00 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
7/5/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
340.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.26 |
| Parity: |
-0.94 |
| Time value: |
0.03 |
| Break-even: |
98.26 |
| Moneyness: |
0.90 |
| Premium: |
0.11 |
| Premium p.a.: |
4.19 |
| Spread abs.: |
0.02 |
| Spread %: |
1,200.00% |
| Delta: |
0.09 |
| Theta: |
-0.02 |
| Omega: |
30.86 |
| Rho: |
0.00 |
Quote data
| Open: |
0.002 |
| High: |
0.002 |
| Low: |
0.002 |
| Previous Close: |
0.002 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-90.48% |
| 1 Month |
|
|
-94.29% |
| 3 Months |
|
|
-96.72% |
| YTD |
|
|
-99.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.021 |
0.002 |
| 1M High / 1M Low: |
0.056 |
0.002 |
| 6M High / 6M Low: |
0.400 |
0.002 |
| High (YTD): |
1/12/2024 |
0.400 |
| Low (YTD): |
5/28/2024 |
0.002 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.010 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.022 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.114 |
| Avg. volume 6M: |
|
282.419 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
596.34% |
| Volatility 6M: |
|
407.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
