BVT Call 125 6MK 20.12.2024
/ DE000VD3SE89
BVT Call 125 6MK 20.12.2024/ DE000VD3SE89 /
| 01/08/2024 13:52:48 |
Chg.+0.004 |
Bid14:57:07 |
Ask14:57:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.215EUR |
+1.90% |
0.218
Bid Size: 24,000 |
0.230
Ask Size: 24,000 |
MERCK CO. D... |
125.00 - |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
47.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.18 |
| Parity: |
-2.05 |
| Time value: |
0.22 |
| Break-even: |
127.21 |
| Moneyness: |
0.84 |
| Premium: |
0.22 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.01 |
| Spread %: |
4.74% |
| Delta: |
0.22 |
| Theta: |
-0.02 |
| Omega: |
10.21 |
| Rho: |
0.08 |
Quote data
| Open: |
0.213 |
| High: |
0.215 |
| Low: |
0.213 |
| Previous Close: |
0.211 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-73.13% |
| 1 Month |
|
|
-77.13% |
| 3 Months |
|
|
-82.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.211 |
| 1M High / 1M Low: |
0.940 |
0.211 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.592 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.756 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
284.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
