BVT Call 130 6MK 20.12.2024
/ DE000VD3SE55
BVT Call 130 6MK 20.12.2024/ DE000VD3SE55 /
| 8/16/2024 8:48:01 AM |
Chg.-0.019 |
Bid4:16:20 PM |
Ask4:16:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.117EUR |
-13.97% |
0.109
Bid Size: 60,000 |
0.119
Ask Size: 60,000 |
MERCK CO. D... |
130.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
4/10/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
83.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.18 |
| Parity: |
-2.67 |
| Time value: |
0.12 |
| Break-even: |
131.23 |
| Moneyness: |
0.79 |
| Premium: |
0.27 |
| Premium p.a.: |
1.00 |
| Spread abs.: |
0.01 |
| Spread %: |
8.85% |
| Delta: |
0.14 |
| Theta: |
-0.02 |
| Omega: |
11.57 |
| Rho: |
0.04 |
Quote data
| Open: |
0.117 |
| High: |
0.117 |
| Low: |
0.117 |
| Previous Close: |
0.136 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.78% |
| 1 Month |
|
|
-81.13% |
| 3 Months |
|
|
-87.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.162 |
0.136 |
| 1M High / 1M Low: |
0.640 |
0.129 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.146 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.329 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
343.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
