BVT Call 135 6MK 20.09.2024
/ DE000VM8A003
BVT Call 135 6MK 20.09.2024/ DE000VM8A003 /
| 2024-07-10 8:52:25 AM |
Chg.+0.008 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.151EUR |
+5.59% |
-
Bid Size: - |
-
Ask Size: - |
MERCK CO. D... |
135.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
VM8A00 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-11 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
71.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.16 |
| Parity: |
-1.85 |
| Time value: |
0.16 |
| Break-even: |
136.62 |
| Moneyness: |
0.86 |
| Premium: |
0.17 |
| Premium p.a.: |
1.24 |
| Spread abs.: |
0.01 |
| Spread %: |
6.58% |
| Delta: |
0.19 |
| Theta: |
-0.03 |
| Omega: |
13.43 |
| Rho: |
0.04 |
Quote data
| Open: |
0.151 |
| High: |
0.151 |
| Low: |
0.151 |
| Previous Close: |
0.143 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-59.19% |
| 3 Months |
|
|
-61.28% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.156 |
0.138 |
| 1M High / 1M Low: |
0.450 |
0.138 |
| 6M High / 6M Low: |
0.630 |
0.138 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.148 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.270 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.347 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
341.07% |
| Volatility 6M: |
|
233.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
