BVT Call 110 6MK 20.09.2024
/ DE000VM7N461
BVT Call 110 6MK 20.09.2024/ DE000VM7N461 /
| 2024-07-26 7:45:55 PM |
Chg.-0.080 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.600EUR |
-4.76% |
-
Bid Size: - |
-
Ask Size: - |
MERCK CO. D... |
110.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
VM7N46 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.16 |
| Parity: |
0.54 |
| Time value: |
1.03 |
| Break-even: |
125.70 |
| Moneyness: |
1.05 |
| Premium: |
0.09 |
| Premium p.a.: |
0.77 |
| Spread abs.: |
0.01 |
| Spread %: |
0.64% |
| Delta: |
0.63 |
| Theta: |
-0.12 |
| Omega: |
4.63 |
| Rho: |
0.09 |
Quote data
| Open: |
1.600 |
| High: |
1.640 |
| Low: |
1.600 |
| Previous Close: |
1.680 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.84% |
| 1 Month |
|
|
-17.53% |
| 3 Months |
|
|
-29.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.680 |
1.520 |
| 1M High / 1M Low: |
1.940 |
1.390 |
| 6M High / 6M Low: |
2.350 |
1.390 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.602 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.681 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.876 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.42% |
| Volatility 6M: |
|
101.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
