BVT Put 100 SNW 21.06.2024
/ DE000VM1G294
BVT Put 100 SNW 21.06.2024/ DE000VM1G294 /
| 2024-06-07 8:03:58 PM |
Chg.-0.030 |
Bid9:59:37 PM |
Ask9:59:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
-3.09% |
-
Bid Size: - |
-
Ask Size: - |
SANOFI SA INHABER ... |
100.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
VM1G29 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-23 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.25 |
| Parity: |
0.90 |
| Time value: |
0.14 |
| Break-even: |
89.60 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.10 |
| Spread %: |
10.64% |
| Delta: |
-0.75 |
| Theta: |
-0.12 |
| Omega: |
-6.60 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.960 |
| High: |
0.990 |
| Low: |
0.930 |
| Previous Close: |
0.970 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.15% |
| 1 Month |
|
|
-9.62% |
| 3 Months |
|
|
-37.33% |
| YTD |
|
|
-30.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.940 |
| 1M High / 1M Low: |
1.220 |
0.750 |
| 6M High / 6M Low: |
1.750 |
0.750 |
| High (YTD): |
2024-02-14 |
1.750 |
| Low (YTD): |
2024-05-13 |
0.750 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.974 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.005 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.301 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.40% |
| Volatility 6M: |
|
109.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
