BVT Put 95 SNW 21.06.2024
/ DE000VU9ULT4
BVT Put 95 SNW 21.06.2024/ DE000VU9ULT4 /
2024-06-19 1:46:07 PM |
Chg.+0.050 |
Bid2:36:52 PM |
Ask2:36:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.740EUR |
+7.25% |
0.750 Bid Size: 61,000 |
0.760 Ask Size: 61,000 |
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: |
-10.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.65 |
Intrinsic value: |
0.65 |
Implied volatility: |
1.55 |
Historic volatility: |
0.25 |
Parity: |
0.65 |
Time value: |
0.17 |
Break-even: |
86.80 |
Moneyness: |
1.07 |
Premium: |
0.02 |
Premium p.a.: |
31.86 |
Spread abs.: |
0.09 |
Spread %: |
12.33% |
Delta: |
-0.71 |
Theta: |
-0.86 |
Omega: |
-7.68 |
Rho: |
0.00 |
Quote data
Open: |
0.700 |
High: |
0.740 |
Low: |
0.700 |
Previous Close: |
0.690 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+42.31% |
1 Month |
|
|
+29.82% |
3 Months |
|
|
-32.11% |
YTD |
|
|
-22.11% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.840 |
0.520 |
1M High / 1M Low: |
0.840 |
0.360 |
6M High / 6M Low: |
1.280 |
0.330 |
High (YTD): |
2024-04-18 |
1.280 |
Low (YTD): |
2024-05-13 |
0.330 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.694 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.572 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.841 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
273.15% |
Volatility 6M: |
|
174.15% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |