BVT Call 185 MRK 20.09.2024
/ DE000VM251C5
BVT Call 185 MRK 20.09.2024/ DE000VM251C5 /
8/26/2024 8:16:48 AM |
Chg.+0.004 |
Bid9:03:48 AM |
Ask9:03:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.050EUR |
+8.70% |
0.049 Bid Size: 1,850 |
0.079 Ask Size: 1,850 |
MERCK KGAA O.N. |
185.00 EUR |
9/20/2024 |
Call |
Master data
WKN: |
VM251C |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
MERCK KGAA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
185.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
10/3/2023 |
Last trading day: |
9/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
276.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.27 |
Parity: |
-1.35 |
Time value: |
0.06 |
Break-even: |
185.62 |
Moneyness: |
0.93 |
Premium: |
0.08 |
Premium p.a.: |
1.91 |
Spread abs.: |
0.01 |
Spread %: |
19.23% |
Delta: |
0.12 |
Theta: |
-0.04 |
Omega: |
33.89 |
Rho: |
0.02 |
Quote data
Open: |
0.050 |
High: |
0.050 |
Low: |
0.050 |
Previous Close: |
0.046 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.38% |
1 Month |
|
|
-9.09% |
3 Months |
|
|
-87.80% |
YTD |
|
|
-76.64% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.061 |
0.046 |
1M High / 1M Low: |
0.224 |
0.046 |
6M High / 6M Low: |
0.580 |
0.037 |
High (YTD): |
6/13/2024 |
0.580 |
Low (YTD): |
7/23/2024 |
0.037 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.053 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.090 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.235 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
725.69% |
Volatility 6M: |
|
382.75% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |