BVT Call 140 6MK 20.12.2024/  DE000VD3SE22  /

Frankfurt Zert./VONT
8/1/2024  10:39:13 AM Chg.-0.001 Bid12:16:54 PM Ask12:16:54 PM Underlying Strike price Expiration date Option type
0.040EUR -2.44% 0.042
Bid Size: 15,000
0.052
Ask Size: 15,000
MERCK CO. D... 140.00 - 12/20/2024 Call
 

Master data

WKN: VD3SE2
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 12/20/2024
Issue date: 4/10/2024
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 209.04
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.18
Parity: -3.55
Time value: 0.05
Break-even: 140.50
Moneyness: 0.75
Premium: 0.34
Premium p.a.: 1.15
Spread abs.: 0.01
Spread %: 25.00%
Delta: 0.07
Theta: -0.01
Omega: 13.92
Rho: 0.02
 

Quote data

Open: 0.040
High: 0.040
Low: 0.040
Previous Close: 0.041
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -83.33%
1 Month
  -86.67%
3 Months
  -91.49%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.041
1M High / 1M Low: 0.300 0.041
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.172
Avg. volume 1W:   0.000
Avg. price 1M:   0.220
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   355.98%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -