BVT Put 94 SNW 21.06.2024
/ DE000VU9EQ48
BVT Put 94 SNW 21.06.2024/ DE000VU9EQ48 /
| 2024-06-07 8:03:27 PM |
Chg.-0.030 |
Bid8:20:40 PM |
Ask8:20:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
-7.89% |
0.350
Bid Size: 8,400 |
0.430
Ask Size: 8,400 |
SANOFI SA INHABER ... |
94.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
VU9EQ4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
94.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-05 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-21.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.25 |
| Parity: |
0.30 |
| Time value: |
0.12 |
| Break-even: |
89.80 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.08 |
| Spread %: |
23.53% |
| Delta: |
-0.66 |
| Theta: |
-0.07 |
| Omega: |
-14.35 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.370 |
| High: |
0.410 |
| Low: |
0.350 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.08% |
| 1 Month |
|
|
-36.36% |
| 3 Months |
|
|
-62.37% |
| YTD |
|
|
-59.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.380 |
| 1M High / 1M Low: |
0.630 |
0.270 |
| 6M High / 6M Low: |
1.210 |
0.270 |
| High (YTD): |
2024-02-14 |
1.200 |
| Low (YTD): |
2024-05-13 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.412 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.448 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.793 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
296.03% |
| Volatility 6M: |
|
172.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
