BVT Put 95 SNW 21.06.2024
/ DE000VU9ULT4
BVT Put 95 SNW 21.06.2024/ DE000VU9ULT4 /
| 2024-06-04 8:42:45 AM |
Chg.-0.100 |
Bid7:20:25 PM |
Ask7:20:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
-14.93% |
0.480
Bid Size: 10,000 |
0.550
Ask Size: 10,000 |
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: |
-13.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.25 |
| Parity: |
0.49 |
| Time value: |
0.19 |
| Break-even: |
88.20 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.17 |
| Spread %: |
33.33% |
| Delta: |
-0.66 |
| Theta: |
-0.10 |
| Omega: |
-8.77 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.670 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.56% |
| 1 Month |
|
|
-10.94% |
| 3 Months |
|
|
-48.65% |
| YTD |
|
|
-41.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.540 |
| 1M High / 1M Low: |
0.740 |
0.310 |
| 6M High / 6M Low: |
1.290 |
0.310 |
| High (YTD): |
2024-04-19 |
1.290 |
| Low (YTD): |
2024-05-14 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.678 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.568 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.892 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
318.36% |
| Volatility 6M: |
|
175.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
