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BVT Call 145 MRK 16.08.2024/  DE000VD8P9A0  /

EUWAX
7/23/2024  8:32:32 AM Chg.-0.040 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
0.780EUR -4.88% -
Bid Size: -		 -
Ask Size: -		 MERCK KGAA O.N. 145.00 EUR 8/16/2024 Call
 

Master data

WKN: VD8P9A
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: MERCK KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 145.00 EUR
Maturity: 8/16/2024
Issue date: 6/26/2024
Last trading day: 8/16/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 18.07
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.50
Implied volatility: 0.34
Historic volatility: 0.27
Parity: 0.50
Time value: 0.33
Break-even: 153.30
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.39
Spread abs.: 0.07
Spread %: 9.21%
Delta: 0.68
Theta: -0.11
Omega: 12.20
Rho: 0.06
 

Quote data

Open: 0.780
High: 0.780
Low: 0.780
Previous Close: 0.820
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.89%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.200 0.820
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.986
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -