BVT Call 220 MRK 20.06.2025
/ DE000VD60QQ1
BVT Call 220 MRK 20.06.2025/ DE000VD60QQ1 /
| 03/10/2024 08:34:21 |
Chg.0.000 |
Bid10:30:35 |
Ask10:30:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.126EUR |
0.00% |
0.132
Bid Size: 40,000 |
0.142
Ask Size: 40,000 |
MERCK KGAA O.N. |
220.00 EUR |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
30/05/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
110.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.27 |
| Parity: |
-6.26 |
| Time value: |
0.14 |
| Break-even: |
221.43 |
| Moneyness: |
0.72 |
| Premium: |
0.41 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.01 |
| Spread %: |
7.52% |
| Delta: |
0.10 |
| Theta: |
-0.01 |
| Omega: |
10.57 |
| Rho: |
0.10 |
Quote data
| Open: |
0.126 |
| High: |
0.126 |
| Low: |
0.126 |
| Previous Close: |
0.126 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.79% |
| 1 Month |
|
|
-72.00% |
| 3 Months |
|
|
-51.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.155 |
0.126 |
| 1M High / 1M Low: |
0.450 |
0.117 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.139 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.256 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
190.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
