BVT Call 125 6MK 20.09.2024
/ DE000VM7N4X7
BVT Call 125 6MK 20.09.2024/ DE000VM7N4X7 /
| 2024-07-25 8:04:56 PM |
Chg.+0.050 |
Bid9:59:44 PM |
Ask9:59:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
+10.00% |
-
Bid Size: - |
-
Ask Size: - |
MERCK CO. D... |
125.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
VM7N4X |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.16 |
| Parity: |
-0.88 |
| Time value: |
0.53 |
| Break-even: |
130.30 |
| Moneyness: |
0.93 |
| Premium: |
0.12 |
| Premium p.a.: |
1.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.92% |
| Delta: |
0.39 |
| Theta: |
-0.08 |
| Omega: |
8.57 |
| Rho: |
0.06 |
Quote data
| Open: |
0.460 |
| High: |
0.590 |
| Low: |
0.460 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.77% |
| 1 Month |
|
|
-47.12% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.430 |
| 1M High / 1M Low: |
1.040 |
0.380 |
| 6M High / 6M Low: |
1.200 |
0.380 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.500 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.586 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.789 |
| Avg. volume 6M: |
|
78.740 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
245.45% |
| Volatility 6M: |
|
186.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
