BVT Call 90 SNW 21.06.2024
/ DE000VM4Q792
BVT Call 90 SNW 21.06.2024/ DE000VM4Q792 /
| 2024-06-14 8:03:18 PM |
Chg.-0.030 |
Bid9:59:18 PM |
Ask9:51:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.016EUR |
-65.22% |
-
Bid Size: - |
-
Ask Size: - |
SANOFI SA INHABER ... |
90.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VM4Q79 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-30 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
332.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
-0.36 |
| Time value: |
0.03 |
| Break-even: |
90.26 |
| Moneyness: |
0.96 |
| Premium: |
0.04 |
| Premium p.a.: |
12.98 |
| Spread abs.: |
0.01 |
| Spread %: |
73.33% |
| Delta: |
0.15 |
| Theta: |
-0.07 |
| Omega: |
50.99 |
| Rho: |
0.00 |
Quote data
| Open: |
0.036 |
| High: |
0.036 |
| Low: |
0.016 |
| Previous Close: |
0.046 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-91.26% |
| 1 Month |
|
|
-93.85% |
| 3 Months |
|
|
-93.33% |
| YTD |
|
|
-96.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.152 |
0.016 |
| 1M High / 1M Low: |
0.320 |
0.016 |
| 6M High / 6M Low: |
0.910 |
0.016 |
| High (YTD): |
2024-01-12 |
0.910 |
| Low (YTD): |
2024-06-14 |
0.016 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.091 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.159 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.344 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
467.58% |
| Volatility 6M: |
|
313.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
