BVT Call 130 MRK 17.01.2025
/ DE000VG1NR35
BVT Call 130 MRK 17.01.2025/ DE000VG1NR35 /
| 2025-01-15 10:20:39 AM |
Chg.+0.100 |
Bid12:02:47 PM |
Ask12:02:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.180EUR |
+9.26% |
1.180
Bid Size: 24,000 |
1.190
Ask Size: 24,000 |
MERCK KGAA O.N. |
130.00 EUR |
2025-01-17 |
Call |
Master data
| WKN: |
VG1NR3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 EUR |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-12-23 |
| Last trading day: |
2025-01-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
1.09 |
| Implied volatility: |
1.17 |
| Historic volatility: |
0.23 |
| Parity: |
1.09 |
| Time value: |
0.12 |
| Break-even: |
142.00 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
3.41 |
| Spread abs.: |
0.09 |
| Spread %: |
8.11% |
| Delta: |
0.83 |
| Theta: |
-0.77 |
| Omega: |
9.78 |
| Rho: |
0.01 |
Quote data
| Open: |
1.180 |
| High: |
1.180 |
| Low: |
1.180 |
| Previous Close: |
1.080 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.24% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
+19.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.360 |
1.080 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2025-01-07 |
1.600 |
| Low (YTD): |
2025-01-02 |
1.040 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.236 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
