BVT Call 125 MRK 21.03.2025
/ DE000VD9NW52
BVT Call 125 MRK 21.03.2025/ DE000VD9NW52 /
| 2024-11-12 8:45:34 AM |
Chg.-0.013 |
Bid9:18:21 PM |
Ask9:18:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.047EUR |
-21.67% |
0.039
Bid Size: 68,000 |
0.049
Ask Size: 68,000 |
Merck and Co Inc |
125.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
VD9NW5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Merck and Co Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-07-10 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
160.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
-2.28 |
| Time value: |
0.06 |
| Break-even: |
117.82 |
| Moneyness: |
0.81 |
| Premium: |
0.25 |
| Premium p.a.: |
0.87 |
| Spread abs.: |
0.01 |
| Spread %: |
20.41% |
| Delta: |
0.10 |
| Theta: |
-0.01 |
| Omega: |
15.27 |
| Rho: |
0.03 |
Quote data
| Open: |
0.047 |
| High: |
0.047 |
| Low: |
0.047 |
| Previous Close: |
0.060 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.79% |
| 1 Month |
|
|
-73.30% |
| 3 Months |
|
|
-88.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.071 |
0.045 |
| 1M High / 1M Low: |
0.207 |
0.045 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.060 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.117 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
247.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
