BVT Put 95 SNW 21.06.2024
/ DE000VU9ULT4
BVT Put 95 SNW 21.06.2024/ DE000VU9ULT4 /
| 2024-05-29 10:13:31 AM |
Chg.-0.020 |
Bid11:18:19 AM |
Ask11:18:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
-2.74% |
0.710
Bid Size: 59,000 |
0.720
Ask Size: 59,000 |
SANOFI SA INHABER ... |
95.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
VU9ULT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-13 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-11.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.26 |
| Parity: |
0.64 |
| Time value: |
0.11 |
| Break-even: |
87.50 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.09 |
| Spread %: |
13.64% |
| Delta: |
-0.74 |
| Theta: |
-0.05 |
| Omega: |
-8.73 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.710 |
| Previous Close: |
0.730 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+97.22% |
| 1 Month |
|
|
+5.97% |
| 3 Months |
|
|
-29.00% |
| YTD |
|
|
-25.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.360 |
| 1M High / 1M Low: |
0.750 |
0.330 |
| 6M High / 6M Low: |
1.300 |
0.330 |
| High (YTD): |
2024-04-18 |
1.280 |
| Low (YTD): |
2024-05-13 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.534 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.560 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.909 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
284.13% |
| Volatility 6M: |
|
163.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
