BVT Call 220 MRK 20.06.2025
/ DE000VD60QQ1
BVT Call 220 MRK 20.06.2025/ DE000VD60QQ1 /
| 2024-08-26 8:32:21 AM |
Chg.+0.010 |
Bid1:05:01 PM |
Ask1:05:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+2.50% |
0.420
Bid Size: 37,000 |
0.430
Ask Size: 37,000 |
MERCK KGAA O.N. |
220.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
VD60QQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-05-30 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
38.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.27 |
| Parity: |
-4.85 |
| Time value: |
0.44 |
| Break-even: |
224.40 |
| Moneyness: |
0.78 |
| Premium: |
0.31 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.02 |
| Spread %: |
4.76% |
| Delta: |
0.21 |
| Theta: |
-0.02 |
| Omega: |
8.25 |
| Rho: |
0.26 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.89% |
| 1 Month |
|
|
+57.69% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.380 |
| 1M High / 1M Low: |
0.470 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.402 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.399 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
204.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
