BVT Call 140 6MK 20.09.2024
/ DE000VD0NMZ4
BVT Call 140 6MK 20.09.2024/ DE000VD0NMZ4 /
| 2024-08-01 7:46:37 PM |
Chg.0.000 |
Bid9:01:31 PM |
Ask8:06:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.005EUR |
0.00% |
0.006
Bid Size: 60,000 |
0.032
Ask Size: 60,000 |
MERCK CO. D... |
140.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
VD0NMZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
337.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.18 |
| Parity: |
-3.55 |
| Time value: |
0.03 |
| Break-even: |
140.31 |
| Moneyness: |
0.75 |
| Premium: |
0.34 |
| Premium p.a.: |
7.58 |
| Spread abs.: |
0.03 |
| Spread %: |
416.67% |
| Delta: |
0.05 |
| Theta: |
-0.02 |
| Omega: |
15.72 |
| Rho: |
0.01 |
Quote data
| Open: |
0.007 |
| High: |
0.007 |
| Low: |
0.005 |
| Previous Close: |
0.005 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-93.24% |
| 1 Month |
|
|
-95.58% |
| 3 Months |
|
|
-98.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.083 |
0.005 |
| 1M High / 1M Low: |
0.113 |
0.005 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.047 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.066 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
547.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
