BVT Call 105 SNW 21.03.2025
/ DE000VD3HYT8
BVT Call 105 SNW 21.03.2025/ DE000VD3HYT8 /
| 24/01/2025 08:53:10 |
Chg.+0.035 |
Bid22:00:44 |
Ask22:00:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.171EUR |
+25.74% |
-
Bid Size: - |
-
Ask Size: - |
SANOFI SA INHABER ... |
105.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
VD3HYT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
08/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
47.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
-0.48 |
| Time value: |
0.21 |
| Break-even: |
107.10 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.03 |
| Spread %: |
19.32% |
| Delta: |
0.34 |
| Theta: |
-0.03 |
| Omega: |
16.42 |
| Rho: |
0.05 |
Quote data
| Open: |
0.171 |
| High: |
0.171 |
| Low: |
0.171 |
| Previous Close: |
0.136 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.59% |
| 1 Month |
|
|
+327.50% |
| 3 Months |
|
|
-65.10% |
| YTD |
|
|
+256.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.171 |
0.132 |
| 1M High / 1M Low: |
0.171 |
0.034 |
| 6M High / 6M Low: |
0.830 |
0.023 |
| High (YTD): |
24/01/2025 |
0.171 |
| Low (YTD): |
15/01/2025 |
0.055 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.150 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.094 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.330 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
428.93% |
| Volatility 6M: |
|
383.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |