BVT Call 170 MRK 18.10.2024
/ DE000VC096D4
BVT Call 170 MRK 18.10.2024/ DE000VC096D4 /
| 10/2/2024 8:48:11 AM |
Chg.- |
Bid8:01:49 AM |
Ask8:01:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.049EUR |
- |
0.049
Bid Size: 10,000 |
0.059
Ask Size: 10,000 |
MERCK KGAA O.N. |
170.00 EUR |
10/18/2024 |
Call |
Master data
| WKN: |
VC096D |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 EUR |
| Maturity: |
10/18/2024 |
| Issue date: |
8/2/2024 |
| Last trading day: |
10/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
240.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.27 |
| Parity: |
-1.36 |
| Time value: |
0.07 |
| Break-even: |
170.65 |
| Moneyness: |
0.92 |
| Premium: |
0.09 |
| Premium p.a.: |
6.31 |
| Spread abs.: |
0.01 |
| Spread %: |
18.18% |
| Delta: |
0.12 |
| Theta: |
-0.07 |
| Omega: |
30.04 |
| Rho: |
0.01 |
Quote data
| Open: |
0.049 |
| High: |
0.049 |
| Low: |
0.049 |
| Previous Close: |
0.086 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.94% |
| 1 Month |
|
|
-94.84% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.147 |
0.049 |
| 1M High / 1M Low: |
0.950 |
0.049 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.090 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.373 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
562.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
