BVT Call 140 6MK 20.12.2024
/ DE000VD3SE22
BVT Call 140 6MK 20.12.2024/ DE000VD3SE22 /
2024-08-30 8:46:16 AM |
Chg.-0.003 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.042EUR |
-6.67% |
- Bid Size: - |
- Ask Size: - |
MERCK CO. D... |
140.00 - |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2024-04-10 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
188.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.18 |
Parity: |
-3.28 |
Time value: |
0.06 |
Break-even: |
140.57 |
Moneyness: |
0.77 |
Premium: |
0.31 |
Premium p.a.: |
1.44 |
Spread abs.: |
0.01 |
Spread %: |
21.28% |
Delta: |
0.08 |
Theta: |
-0.01 |
Omega: |
14.16 |
Rho: |
0.02 |
Quote data
Open: |
0.042 |
High: |
0.042 |
Low: |
0.042 |
Previous Close: |
0.045 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-17.65% |
1 Month |
|
|
-44.00% |
3 Months |
|
|
-85.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.045 |
0.036 |
1M High / 1M Low: |
0.075 |
0.032 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.040 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.047 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
296.50% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |