BVT Call 130 6MK 20.12.2024
/ DE000VD3SE55
BVT Call 130 6MK 20.12.2024/ DE000VD3SE55 /
| 31/07/2024 19:52:59 |
Chg.-0.073 |
Bid21:59:54 |
Ask21:59:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.122EUR |
-37.44% |
-
Bid Size: - |
-
Ask Size: - |
MERCK CO. D... |
130.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
VD3SE5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
55.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.18 |
| Parity: |
-2.34 |
| Time value: |
0.19 |
| Break-even: |
131.91 |
| Moneyness: |
0.82 |
| Premium: |
0.24 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.01 |
| Spread %: |
5.52% |
| Delta: |
0.19 |
| Theta: |
-0.02 |
| Omega: |
10.51 |
| Rho: |
0.07 |
Quote data
| Open: |
0.213 |
| High: |
0.213 |
| Low: |
0.122 |
| Previous Close: |
0.195 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-75.60% |
| 1 Month |
|
|
-83.06% |
| 3 Months |
|
|
-86.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.195 |
| 1M High / 1M Low: |
0.670 |
0.195 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.479 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.536 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
299.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
