BVT Put 82 SNW 21.06.2024
/ DE000VU9N0G1
BVT Put 82 SNW 21.06.2024/ DE000VU9N0G1 /
| 2024-05-29 8:56:06 AM |
Chg.+0.005 |
Bid9:59:43 AM |
Ask9:59:43 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.018EUR |
+38.46% |
0.019
Bid Size: 114,000 |
0.029
Ask Size: 114,000 |
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: |
-340.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.26 |
| Parity: |
-0.66 |
| Time value: |
0.03 |
| Break-even: |
81.74 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
2.26 |
| Spread abs.: |
0.01 |
| Spread %: |
62.50% |
| Delta: |
-0.10 |
| Theta: |
-0.02 |
| Omega: |
-33.00 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.018 |
| High: |
0.018 |
| Low: |
0.018 |
| Previous Close: |
0.013 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.88% |
| 1 Month |
|
|
-78.31% |
| 3 Months |
|
|
-91.00% |
| YTD |
|
|
-93.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.017 |
0.010 |
| 1M High / 1M Low: |
0.083 |
0.010 |
| 6M High / 6M Low: |
0.460 |
0.010 |
| High (YTD): |
2024-02-15 |
0.350 |
| Low (YTD): |
2024-05-23 |
0.010 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.014 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.038 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.214 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
330.64% |
| Volatility 6M: |
|
226.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
