BVT Call 86 SNW 21.06.2024
/ DE000VM4Q743
BVT Call 86 SNW 21.06.2024/ DE000VM4Q743 /
| 6/3/2024 4:44:19 PM |
Chg.+0.040 |
Bid5:36:27 PM |
Ask5:36:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
+9.52% |
0.470
Bid Size: 10,000 |
0.600
Ask Size: 10,000 |
SANOFI SA INHABER ... |
86.00 EUR |
6/21/2024 |
Call |
Master data
| WKN: |
VM4Q74 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
86.00 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
10/30/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.25 |
| Parity: |
0.38 |
| Time value: |
0.29 |
| Break-even: |
92.70 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.92 |
| Spread abs.: |
0.17 |
| Spread %: |
34.00% |
| Delta: |
0.66 |
| Theta: |
-0.12 |
| Omega: |
8.85 |
| Rho: |
0.03 |
Quote data
| Open: |
0.340 |
| High: |
0.460 |
| Low: |
0.340 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.13% |
| 1 Month |
|
|
-14.81% |
| 3 Months |
|
|
+9.52% |
| YTD |
|
|
-40.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.290 |
| 1M High / 1M Low: |
0.840 |
0.290 |
| 6M High / 6M Low: |
1.230 |
0.240 |
| High (YTD): |
1/12/2024 |
1.230 |
| Low (YTD): |
4/18/2024 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.366 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.550 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.615 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
275.22% |
| Volatility 6M: |
|
228.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
