BVT Call 220 MRK 19.12.2025
/ DE000VC020U8
BVT Call 220 MRK 19.12.2025/ DE000VC020U8 /
| 11/4/2024 10:38:59 AM |
Chg.- |
Bid8:00:07 AM |
Ask8:00:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
- |
0.280
Bid Size: 10,000 |
0.290
Ask Size: 10,000 |
MERCK KGAA O.N. |
220.00 EUR |
12/19/2025 |
Call |
Master data
| WKN: |
VC020U |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 EUR |
| Maturity: |
12/19/2025 |
| Issue date: |
7/31/2024 |
| Last trading day: |
12/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
49.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.27 |
| Parity: |
-6.60 |
| Time value: |
0.31 |
| Break-even: |
223.10 |
| Moneyness: |
0.70 |
| Premium: |
0.45 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.02 |
| Spread %: |
6.90% |
| Delta: |
0.16 |
| Theta: |
-0.01 |
| Omega: |
7.73 |
| Rho: |
0.23 |
Quote data
| Open: |
0.290 |
| High: |
0.300 |
| Low: |
0.290 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.25% |
| 1 Month |
|
|
-6.25% |
| 3 Months |
|
|
-50.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.250 |
| 1M High / 1M Low: |
0.500 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.280 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.348 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
