BVT Put 90 SNW 21.06.2024
/ DE000VU9EQ30
BVT Put 90 SNW 21.06.2024/ DE000VU9EQ30 /
| 2024-06-07 8:43:11 AM |
Chg.-0.023 |
Bid4:17:10 PM |
Ask4:17:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
-20.35% |
0.080
Bid Size: 114,000 |
0.090
Ask Size: 114,000 |
SANOFI SA INHABER ... |
90.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
VU9EQ3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-05 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-77.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.25 |
| Parity: |
-0.10 |
| Time value: |
0.12 |
| Break-even: |
88.82 |
| Moneyness: |
0.99 |
| Premium: |
0.02 |
| Premium p.a.: |
0.86 |
| Spread abs.: |
0.03 |
| Spread %: |
37.21% |
| Delta: |
-0.39 |
| Theta: |
-0.05 |
| Omega: |
-29.70 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.090 |
| High: |
0.090 |
| Low: |
0.090 |
| Previous Close: |
0.113 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-67.86% |
| 1 Month |
|
|
-70.97% |
| 3 Months |
|
|
-87.14% |
| YTD |
|
|
-85.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.113 |
| 1M High / 1M Low: |
0.310 |
0.084 |
| 6M High / 6M Low: |
0.910 |
0.084 |
| High (YTD): |
2024-04-19 |
0.840 |
| Low (YTD): |
2024-05-23 |
0.084 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.182 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.193 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.517 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
486.51% |
| Volatility 6M: |
|
251.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
