BVT Call 135 6MK 20.12.2024
/ DE000VD3SE48
BVT Call 135 6MK 20.12.2024/ DE000VD3SE48 /
9/10/2024 8:48:27 AM |
Chg.-0.014 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.062EUR |
-18.42% |
- Bid Size: - |
- Ask Size: - |
MERCK CO. D... |
135.00 - |
12/20/2024 |
Call |
Master data
WKN: |
VD3SE4 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
MERCK CO. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
135.00 - |
Maturity: |
12/20/2024 |
Issue date: |
4/10/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
137.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.18 |
Parity: |
-3.04 |
Time value: |
0.08 |
Break-even: |
135.76 |
Moneyness: |
0.77 |
Premium: |
0.30 |
Premium p.a.: |
1.57 |
Spread abs.: |
0.01 |
Spread %: |
15.15% |
Delta: |
0.09 |
Theta: |
-0.02 |
Omega: |
13.05 |
Rho: |
0.03 |
Quote data
Open: |
0.062 |
High: |
0.062 |
Low: |
0.062 |
Previous Close: |
0.076 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-32.61% |
1 Month |
|
|
-36.08% |
3 Months |
|
|
-88.93% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.105 |
0.067 |
1M High / 1M Low: |
0.105 |
0.061 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.082 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.079 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
300.55% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |