BVT Put 100 SNW 21.06.2024
/ DE000VM1G294
BVT Put 100 SNW 21.06.2024/ DE000VM1G294 /
2024-06-07 8:34:23 AM |
Chg.-0.050 |
Bid10:00:05 PM |
Ask10:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.940EUR |
-5.05% |
- 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: |
-9.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.89 |
Intrinsic value: |
0.89 |
Implied volatility: |
0.60 |
Historic volatility: |
0.25 |
Parity: |
0.89 |
Time value: |
0.11 |
Break-even: |
90.00 |
Moneyness: |
1.10 |
Premium: |
0.01 |
Premium p.a.: |
0.41 |
Spread abs.: |
0.10 |
Spread %: |
11.11% |
Delta: |
-0.78 |
Theta: |
-0.11 |
Omega: |
-7.07 |
Rho: |
-0.03 |
Quote data
Open: |
0.940 |
High: |
0.940 |
Low: |
0.940 |
Previous Close: |
0.990 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-23.58% |
1 Month |
|
|
-15.32% |
3 Months |
|
|
-38.96% |
YTD |
|
|
-31.39% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.040 |
0.940 |
1M High / 1M Low: |
1.230 |
0.720 |
6M High / 6M Low: |
1.790 |
0.720 |
High (YTD): |
2024-04-19 |
1.790 |
Low (YTD): |
2024-05-14 |
0.720 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.994 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.011 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.303 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
190.06% |
Volatility 6M: |
|
121.60% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |