BVT Call 115 6MK 20.09.2024
/ DE000VM7N412
BVT Call 115 6MK 20.09.2024/ DE000VM7N412 /
| 09/07/2024 10:34:39 |
Chg.-0.040 |
Bid11:51:45 |
Ask11:51:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.200EUR |
-3.23% |
1.210
Bid Size: 8,000 |
1.280
Ask Size: 8,000 |
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: |
9.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.16 |
| Parity: |
0.11 |
| Time value: |
1.13 |
| Break-even: |
127.40 |
| Moneyness: |
1.01 |
| Premium: |
0.10 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.01 |
| Spread %: |
0.81% |
| Delta: |
0.58 |
| Theta: |
-0.08 |
| Omega: |
5.40 |
| Rho: |
0.11 |
Quote data
| Open: |
1.200 |
| High: |
1.200 |
| Low: |
1.200 |
| Previous Close: |
1.240 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.29% |
| 1 Month |
|
|
-27.27% |
| 3 Months |
|
|
-15.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.400 |
1.190 |
| 1M High / 1M Low: |
1.920 |
1.190 |
| 6M High / 6M Low: |
1.940 |
1.030 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.254 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.527 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.464 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.38% |
| Volatility 6M: |
|
114.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
