BVT Call 98 SNW 21.06.2024
/ DE000VU9EPC5
BVT Call 98 SNW 21.06.2024/ DE000VU9EPC5 /
| 2024-06-04 8:04:49 PM |
Chg.+0.001 |
Bid9:57:26 PM |
Ask8:04:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.004EUR |
+33.33% |
-
Bid Size: - |
-
Ask Size: - |
SANOFI SA INHABER ... |
98.00 EUR |
2024-06-21 |
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: |
2024-06-21 |
| Issue date: |
2023-07-05 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
333.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.25 |
| Parity: |
-0.79 |
| Time value: |
0.03 |
| Break-even: |
98.27 |
| Moneyness: |
0.92 |
| Premium: |
0.09 |
| Premium p.a.: |
5.43 |
| Spread abs.: |
0.02 |
| Spread %: |
800.00% |
| Delta: |
0.10 |
| Theta: |
-0.03 |
| Omega: |
34.14 |
| Rho: |
0.00 |
Quote data
| Open: |
0.004 |
| High: |
0.007 |
| Low: |
0.004 |
| Previous Close: |
0.003 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+100.00% |
| 1 Month |
|
|
-80.00% |
| 3 Months |
|
|
-90.91% |
| YTD |
|
|
-98.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.003 |
0.002 |
| 1M High / 1M Low: |
0.056 |
0.002 |
| 6M High / 6M Low: |
0.400 |
0.002 |
| High (YTD): |
2024-01-12 |
0.400 |
| Low (YTD): |
2024-05-30 |
0.002 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.002 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.017 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.110 |
| Avg. volume 6M: |
|
280.160 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
627.65% |
| Volatility 6M: |
|
411.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
