BVT Call 110 6MK 20.09.2024
/ DE000VM7N461
BVT Call 110 6MK 20.09.2024/ DE000VM7N461 /
| 31/07/2024 19:47:00 |
Chg.-0.220 |
Bid08:26:34 |
Ask08:26:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
-28.21% |
0.570
Bid Size: 7,000 |
0.640
Ask Size: 7,000 |
MERCK CO. D... |
110.00 - |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
02/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.18 |
| Parity: |
-0.34 |
| Time value: |
0.74 |
| Break-even: |
117.40 |
| Moneyness: |
0.97 |
| Premium: |
0.10 |
| Premium p.a.: |
1.00 |
| Spread abs.: |
0.01 |
| Spread %: |
1.37% |
| Delta: |
0.49 |
| Theta: |
-0.09 |
| Omega: |
7.03 |
| Rho: |
0.06 |
Quote data
| Open: |
0.790 |
| High: |
0.810 |
| Low: |
0.560 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-66.67% |
| 1 Month |
|
|
-69.89% |
| 3 Months |
|
|
-73.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.750 |
0.560 |
| 1M High / 1M Low: |
1.860 |
0.560 |
| 6M High / 6M Low: |
2.350 |
0.560 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.274 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.585 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.864 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
231.42% |
| Volatility 6M: |
|
131.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
