BVT Call 115 MRK 21.03.2025
/ DE000VC06F75
BVT Call 115 MRK 21.03.2025/ DE000VC06F75 /
| 2024-11-12 7:42:32 PM |
Chg.-0.020 |
Bid8:57:33 PM |
Ask8:57:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.132EUR |
-13.16% |
0.126
Bid Size: 68,000 |
0.136
Ask Size: 68,000 |
Merck and Co Inc |
115.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
VC06F7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Merck and Co Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-08-01 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
60.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
-1.34 |
| Time value: |
0.16 |
| Break-even: |
109.40 |
| Moneyness: |
0.88 |
| Premium: |
0.16 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.01 |
| Spread %: |
6.90% |
| Delta: |
0.22 |
| Theta: |
-0.02 |
| Omega: |
13.18 |
| Rho: |
0.07 |
Quote data
| Open: |
0.151 |
| High: |
0.151 |
| Low: |
0.130 |
| Previous Close: |
0.152 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.47% |
| 1 Month |
|
|
-69.30% |
| 3 Months |
|
|
-82.40% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.152 |
| 1M High / 1M Low: |
0.500 |
0.152 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.167 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.295 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
