BVT Put 92 SNW 21.06.2024
/ DE000VU9EQ14
BVT Put 92 SNW 21.06.2024/ DE000VU9EQ14 /
| 2024-05-29 8:42:19 AM |
Chg.+0.150 |
Bid12:58:59 PM |
Ask12:58:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
+53.57% |
0.440
Bid Size: 71,000 |
0.450
Ask Size: 71,000 |
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: |
-19.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.26 |
| Parity: |
0.34 |
| Time value: |
0.12 |
| Break-even: |
87.40 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.08 |
| Spread %: |
21.05% |
| Delta: |
-0.67 |
| Theta: |
-0.05 |
| Omega: |
-12.86 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.280 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+43.33% |
| 1 Month |
|
|
-6.52% |
| 3 Months |
|
|
-38.57% |
| YTD |
|
|
-43.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.152 |
| 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: |
|
0.254 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.328 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.681 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
395.55% |
| Volatility 6M: |
|
207.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
