BVT Call 115 SNW 20.06.2025
/ DE000VD9NNZ3
BVT Call 115 SNW 20.06.2025/ DE000VD9NNZ3 /
| 1/24/2025 8:52:17 AM |
Chg.+0.017 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.083EUR |
+25.76% |
-
Bid Size: - |
-
Ask Size: - |
SANOFI SA INHABER ... |
115.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
VD9NNZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
7/10/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
104.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
-1.51 |
| Time value: |
0.10 |
| Break-even: |
115.96 |
| Moneyness: |
0.87 |
| Premium: |
0.16 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.01 |
| Spread %: |
17.07% |
| Delta: |
0.16 |
| Theta: |
-0.01 |
| Omega: |
16.47 |
| Rho: |
0.06 |
Quote data
| Open: |
0.083 |
| High: |
0.083 |
| Low: |
0.083 |
| Previous Close: |
0.066 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.69% |
| 1 Month |
|
|
+196.43% |
| 3 Months |
|
|
-59.51% |
| YTD |
|
|
+159.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.077 |
0.065 |
| 1M High / 1M Low: |
0.077 |
0.024 |
| 6M High / 6M Low: |
0.490 |
0.013 |
| High (YTD): |
1/21/2025 |
0.077 |
| Low (YTD): |
1/15/2025 |
0.035 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.069 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.050 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.194 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
333.14% |
| Volatility 6M: |
|
522.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |