BVT Call 135 MRK 20.06.2025
/ DE000VD9NW03
BVT Call 135 MRK 20.06.2025/ DE000VD9NW03 /
2024-08-30 8:46:19 AM |
Chg.0.000 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.310EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
Merck and Co Inc |
135.00 USD |
2025-06-20 |
Call |
Master data
WKN: |
VD9NW0 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Merck and Co Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
135.00 USD |
Maturity: |
2025-06-20 |
Issue date: |
2024-07-10 |
Last trading day: |
2025-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
31.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.28 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.18 |
Parity: |
-1.50 |
Time value: |
0.34 |
Break-even: |
125.60 |
Moneyness: |
0.88 |
Premium: |
0.17 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.01 |
Spread %: |
3.03% |
Delta: |
0.31 |
Theta: |
-0.01 |
Omega: |
9.77 |
Rho: |
0.24 |
Quote data
Open: |
0.310 |
High: |
0.310 |
Low: |
0.310 |
Previous Close: |
0.310 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.13% |
1 Month |
|
|
+24.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.310 |
0.280 |
1M High / 1M Low: |
0.320 |
0.250 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.296 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.282 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
116.79% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |