BVT Call 115 6MK 20.09.2024
/ DE000VM7N412
BVT Call 115 6MK 20.09.2024/ DE000VM7N412 /
| 31/07/2024 17:02:40 |
Chg.-0.050 |
Bid17:34:42 |
Ask17:34:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-12.20% |
0.320
Bid Size: 51,000 |
0.330
Ask Size: 51,000 |
MERCK CO. D... |
115.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
VM7N41 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
02/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.18 |
| Parity: |
-0.84 |
| Time value: |
0.42 |
| Break-even: |
119.20 |
| Moneyness: |
0.93 |
| Premium: |
0.12 |
| Premium p.a.: |
1.23 |
| Spread abs.: |
0.01 |
| Spread %: |
2.44% |
| Delta: |
0.37 |
| Theta: |
-0.07 |
| Omega: |
9.37 |
| Rho: |
0.05 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.360 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-69.75% |
| 1 Month |
|
|
-76.00% |
| 3 Months |
|
|
-78.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.330 |
0.410 |
| 1M High / 1M Low: |
1.420 |
0.410 |
| 6M High / 6M Low: |
1.940 |
0.410 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.076 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.216 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.478 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
273.23% |
| Volatility 6M: |
|
157.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
