BVT Put 88 SNW 21.06.2024
/ DE000VU9EQ63
BVT Put 88 SNW 21.06.2024/ DE000VU9EQ63 /
| 2024-06-04 8:42:38 AM |
Chg.-0.031 |
Bid9:09:33 PM |
Ask9:09:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.086EUR |
-26.50% |
0.058
Bid Size: 12,000 |
0.077
Ask Size: 12,000 |
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: |
-81.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.25 |
| Parity: |
-0.21 |
| Time value: |
0.11 |
| Break-even: |
86.90 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
1.12 |
| Spread abs.: |
0.04 |
| Spread %: |
59.42% |
| Delta: |
-0.32 |
| Theta: |
-0.05 |
| Omega: |
-26.08 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.086 |
| High: |
0.086 |
| Low: |
0.086 |
| Previous Close: |
0.117 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-56.35% |
| 3 Months |
|
|
-84.64% |
| YTD |
|
|
-83.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.158 |
0.086 |
| 1M High / 1M Low: |
0.227 |
0.045 |
| 6M High / 6M Low: |
0.770 |
0.045 |
| High (YTD): |
2024-04-19 |
0.680 |
| Low (YTD): |
2024-05-23 |
0.045 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.131 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.125 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.423 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
508.24% |
| Volatility 6M: |
|
260.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
