BVT Put 88 SNW 21.06.2024
/ DE000VU9EQ63
BVT Put 88 SNW 21.06.2024/ DE000VU9EQ63 /
| 2024-06-07 7:47:11 PM |
Chg.-0.015 |
Bid9:57:56 PM |
Ask9:58:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.035EUR |
-30.00% |
-
Bid Size: - |
-
Ask Size: - |
SANOFI SA INHABER ... |
88.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
VU9EQ6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
88.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-05 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-207.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.25 |
| Parity: |
-0.31 |
| Time value: |
0.04 |
| Break-even: |
87.56 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
1.94 |
| Spread abs.: |
0.01 |
| Spread %: |
41.94% |
| Delta: |
-0.20 |
| Theta: |
-0.04 |
| Omega: |
-40.60 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.039 |
| High: |
0.055 |
| Low: |
0.033 |
| Previous Close: |
0.050 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-58.82% |
| 1 Month |
|
|
-76.35% |
| 3 Months |
|
|
-93.27% |
| YTD |
|
|
-93.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.067 |
0.035 |
| 1M High / 1M Low: |
0.158 |
0.035 |
| 6M High / 6M Low: |
0.740 |
0.035 |
| High (YTD): |
2024-02-14 |
0.710 |
| Low (YTD): |
2024-06-07 |
0.035 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.052 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.095 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.400 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
489.78% |
| Volatility 6M: |
|
262.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
