BVT Put 92 SNW 21.06.2024
/ DE000VU9EQ14
BVT Put 92 SNW 21.06.2024/ DE000VU9EQ14 /
| 2024-06-04 8:42:39 AM |
Chg.-0.080 |
Bid1:13:35 PM |
Ask1:13:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
-20.51% |
0.194
Bid Size: 85,000 |
0.204
Ask Size: 85,000 |
SANOFI SA INHABER ... |
92.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
VU9EQ1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
92.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-05 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-23.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.25 |
| Parity: |
0.19 |
| Time value: |
0.19 |
| Break-even: |
88.20 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.13 |
| Spread %: |
52.00% |
| Delta: |
-0.58 |
| Theta: |
-0.08 |
| Omega: |
-13.76 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.71% |
| 1 Month |
|
|
-24.39% |
| 3 Months |
|
|
-63.53% |
| YTD |
|
|
-59.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.280 |
| 1M High / 1M Low: |
0.470 |
0.152 |
| 6M High / 6M Low: |
1.060 |
0.152 |
| High (YTD): |
2024-04-19 |
1.010 |
| Low (YTD): |
2024-05-23 |
0.152 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.400 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.329 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.665 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
438.78% |
| Volatility 6M: |
|
220.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
