BVT Call 120 6MK 20.09.2024
/ DE000VM7N4Z2
BVT Call 120 6MK 20.09.2024/ DE000VM7N4Z2 /
8/16/2024 7:46:29 PM |
Chg.-0.001 |
Bid9:59:59 PM |
Ask9:59:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.054EUR |
-1.82% |
- Bid Size: - |
- Ask Size: - |
MERCK CO. D... |
120.00 - |
9/20/2024 |
Call |
Master data
WKN: |
VM7N4Z |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
MERCK CO. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 - |
Maturity: |
9/20/2024 |
Issue date: |
1/2/2024 |
Last trading day: |
9/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
145.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.18 |
Parity: |
-1.67 |
Time value: |
0.07 |
Break-even: |
120.71 |
Moneyness: |
0.86 |
Premium: |
0.17 |
Premium p.a.: |
4.09 |
Spread abs.: |
0.01 |
Spread %: |
16.39% |
Delta: |
0.12 |
Theta: |
-0.04 |
Omega: |
17.77 |
Rho: |
0.01 |
Quote data
Open: |
0.062 |
High: |
0.066 |
Low: |
0.054 |
Previous Close: |
0.055 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-55.74% |
1 Month |
|
|
-93.65% |
3 Months |
|
|
-95.91% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.122 |
0.055 |
1M High / 1M Low: |
0.950 |
0.055 |
6M High / 6M Low: |
1.540 |
0.055 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.091 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.424 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.012 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
473.33% |
Volatility 6M: |
|
233.64% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |