BVT Put 88 SNW 21.06.2024
/ DE000VU9EQ63
BVT Put 88 SNW 21.06.2024/ DE000VU9EQ63 /
| 2024-06-18 7:46:47 PM |
Chg.-0.041 |
Bid9:01:15 AM |
Ask9:01:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.069EUR |
-37.27% |
0.082
Bid Size: 6,000 |
0.112
Ask Size: 6,000 |
SANOFI SA INHABER ... |
88.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
VU9EQ6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
88.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-05 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-52.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.25 |
| Parity: |
0.03 |
| Time value: |
0.13 |
| Break-even: |
86.34 |
| Moneyness: |
1.00 |
| Premium: |
0.02 |
| Premium p.a.: |
5.25 |
| Spread abs.: |
0.05 |
| Spread %: |
38.33% |
| Delta: |
-0.52 |
| Theta: |
-0.24 |
| Omega: |
-27.66 |
| Rho: |
0.00 |
Quote data
| Open: |
0.113 |
| High: |
0.113 |
| Low: |
0.067 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.00% |
| 1 Month |
|
|
-44.80% |
| 3 Months |
|
|
-86.73% |
| YTD |
|
|
-86.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.212 |
0.046 |
| 1M High / 1M Low: |
0.212 |
0.035 |
| 6M High / 6M Low: |
0.710 |
0.035 |
| High (YTD): |
2024-02-14 |
0.710 |
| Low (YTD): |
2024-06-07 |
0.035 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.105 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.087 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.370 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
784.03% |
| Volatility 6M: |
|
362.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
