BVT Call 150 6MK 20.12.2024
/ DE000VD3VZN9
BVT Call 150 6MK 20.12.2024/ DE000VD3VZN9 /
| 7/30/2024 1:53:00 PM |
Chg.-0.030 |
Bid4:00:41 PM |
Ask4:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.075EUR |
-28.57% |
0.043
Bid Size: 56,000 |
0.053
Ask Size: 56,000 |
MERCK CO. D... |
150.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
VD3VZN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
4/11/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
99.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.16 |
| Parity: |
-3.19 |
| Time value: |
0.12 |
| Break-even: |
151.19 |
| Moneyness: |
0.79 |
| Premium: |
0.28 |
| Premium p.a.: |
0.88 |
| Spread abs.: |
0.01 |
| Spread %: |
9.17% |
| Delta: |
0.12 |
| Theta: |
-0.02 |
| Omega: |
12.15 |
| Rho: |
0.05 |
Quote data
| Open: |
0.124 |
| High: |
0.124 |
| Low: |
0.075 |
| Previous Close: |
0.105 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.19% |
| 1 Month |
|
|
-45.26% |
| 3 Months |
|
|
-66.96% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.105 |
0.064 |
| 1M High / 1M Low: |
0.125 |
0.061 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.083 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.088 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
287.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
