BVT Put 94 SNW 21.06.2024
/ DE000VU9EQ48
BVT Put 94 SNW 21.06.2024/ DE000VU9EQ48 /
| 2024-05-31 8:42:33 AM |
Chg.-0.010 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
-1.56% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-16.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.25 |
| Parity: |
0.42 |
| Time value: |
0.14 |
| Break-even: |
88.40 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.16 |
| Spread %: |
40.00% |
| Delta: |
-0.68 |
| Theta: |
-0.06 |
| Omega: |
-10.88 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.630 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+65.79% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-26.74% |
| YTD |
|
|
-30.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.450 |
| 1M High / 1M Low: |
0.640 |
0.250 |
| 6M High / 6M Low: |
1.210 |
0.250 |
| High (YTD): |
2024-04-19 |
1.190 |
| Low (YTD): |
2024-05-14 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.560 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.482 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.818 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
355.67% |
| Volatility 6M: |
|
189.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
