BVT Call 125 6MK 20.12.2024
/ DE000VD3SE89
BVT Call 125 6MK 20.12.2024/ DE000VD3SE89 /
8/14/2024 7:55:04 PM |
Chg.-0.036 |
Bid8:28:47 AM |
Ask8:28:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.204EUR |
-15.00% |
0.228 Bid Size: 10,000 |
0.260 Ask Size: 10,000 |
MERCK CO. D... |
125.00 - |
12/20/2024 |
Call |
Master data
WKN: |
VD3SE8 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
MERCK CO. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
125.00 - |
Maturity: |
12/20/2024 |
Issue date: |
4/10/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
45.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.18 |
Parity: |
-2.19 |
Time value: |
0.23 |
Break-even: |
127.29 |
Moneyness: |
0.83 |
Premium: |
0.23 |
Premium p.a.: |
0.83 |
Spread abs.: |
0.01 |
Spread %: |
4.57% |
Delta: |
0.21 |
Theta: |
-0.03 |
Omega: |
9.62 |
Rho: |
0.07 |
Quote data
Open: |
0.240 |
High: |
0.240 |
Low: |
0.189 |
Previous Close: |
0.240 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-21.54% |
1 Month |
|
|
-76.28% |
3 Months |
|
|
-83.28% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.260 |
0.204 |
1M High / 1M Low: |
0.870 |
0.204 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.238 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.495 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
331.53% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |