BVT Call 115 6MK 20.09.2024/  DE000VM7N412  /

EUWAX
2024-07-26  8:48:14 AM Chg.0.00 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
1.23EUR 0.00% -
Bid Size: -
-
Ask Size: -
MERCK CO. D... 115.00 - 2024-09-20 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: 2024-09-20
Issue date: 2024-01-02
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.95
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.04
Implied volatility: 0.62
Historic volatility: 0.16
Parity: 0.04
Time value: 1.12
Break-even: 126.60
Moneyness: 1.00
Premium: 0.10
Premium p.a.: 0.85
Spread abs.: 0.01
Spread %: 0.87%
Delta: 0.56
Theta: -0.11
Omega: 5.60
Rho: 0.08
 

Quote data

Open: 1.23
High: 1.23
Low: 1.23
Previous Close: 1.23
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.89%
1 Month
  -28.90%
3 Months
  -31.28%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.23 1.03
1M High / 1M Low: 1.73 1.03
6M High / 6M Low: 1.94 1.03
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.16
Avg. volume 1W:   0.00
Avg. price 1M:   1.29
Avg. volume 1M:   0.00
Avg. price 6M:   1.49
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   193.20%
Volatility 6M:   128.94%
Volatility 1Y:   -
Volatility 3Y:   -