BVT Put 82 SNW 21.06.2024
/ DE000VU9N0G1
BVT Put 82 SNW 21.06.2024/ DE000VU9N0G1 /
| 2024-06-04 5:01:01 PM |
Chg.-0.001 |
Bid6:25:57 PM |
Ask5:36:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.009EUR |
-10.00% |
0.009
Bid Size: 18,000 |
0.027
Ask Size: 18,000 |
SANOFI SA INHABER ... |
82.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
VU9N0G |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
82.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-10 |
| 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: |
0.34 |
| Historic volatility: |
0.25 |
| Parity: |
-0.81 |
| Time value: |
0.03 |
| Break-even: |
81.73 |
| Moneyness: |
0.91 |
| Premium: |
0.09 |
| Premium p.a.: |
5.75 |
| Spread abs.: |
0.02 |
| Spread %: |
170.00% |
| Delta: |
-0.09 |
| Theta: |
-0.03 |
| Omega: |
-29.04 |
| Rho: |
0.00 |
Quote data
| Open: |
0.009 |
| High: |
0.009 |
| Low: |
0.008 |
| Previous Close: |
0.010 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-55.00% |
| 1 Month |
|
|
-87.50% |
| 3 Months |
|
|
-96.25% |
| YTD |
|
|
-96.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.020 |
0.010 |
| 1M High / 1M Low: |
0.066 |
0.010 |
| 6M High / 6M Low: |
0.450 |
0.010 |
| High (YTD): |
2024-02-14 |
0.360 |
| Low (YTD): |
2024-06-03 |
0.010 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.015 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.025 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.200 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
353.26% |
| Volatility 6M: |
|
244.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
