BVT Put 92 SNW 21.06.2024
/ DE000VU9EQ14
BVT Put 92 SNW 21.06.2024/ DE000VU9EQ14 /
| 6/18/2024 8:02:33 PM |
Chg.-0.050 |
Bid9:59:30 PM |
Ask9:59:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
-11.11% |
-
Bid Size: - |
-
Ask Size: - |
SANOFI SA INHABER ... |
92.00 EUR |
6/21/2024 |
Put |
Master data
| WKN: |
VU9EQ1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
92.00 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
7/5/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-16.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.84 |
| Historic volatility: |
0.25 |
| Parity: |
0.43 |
| Time value: |
0.11 |
| Break-even: |
86.60 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
3.38 |
| Spread abs.: |
0.09 |
| Spread %: |
20.00% |
| Delta: |
-0.72 |
| Theta: |
-0.37 |
| Omega: |
-11.74 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.380 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+60.00% |
| 1 Month |
|
|
+21.21% |
| 3 Months |
|
|
-47.37% |
| YTD |
|
|
-45.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.250 |
| 1M High / 1M Low: |
0.540 |
0.173 |
| 6M High / 6M Low: |
1.030 |
0.173 |
| High (YTD): |
2/14/2024 |
1.030 |
| Low (YTD): |
5/22/2024 |
0.173 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.376 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.307 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.613 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
417.24% |
| Volatility 6M: |
|
224.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
