BVT Put 100 6MK 20.12.2024
/ DE000VD4LK12
BVT Put 100 6MK 20.12.2024/ DE000VD4LK12 /
| 7/16/2024 4:54:26 PM |
Chg.-0.009 |
Bid6:15:49 PM |
Ask6:15:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.048EUR |
-15.79% |
0.052
Bid Size: 52,000 |
0.062
Ask Size: 52,000 |
MERCK CO. D... |
100.00 - |
12/20/2024 |
Put |
Master data
| WKN: |
VD4LK1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
4/22/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-192.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.16 |
| Parity: |
-1.76 |
| Time value: |
0.06 |
| Break-even: |
99.39 |
| Moneyness: |
0.85 |
| Premium: |
0.15 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.01 |
| Spread %: |
19.61% |
| Delta: |
-0.08 |
| Theta: |
-0.01 |
| Omega: |
-15.63 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.050 |
| High: |
0.051 |
| Low: |
0.048 |
| Previous Close: |
0.057 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-20.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.064 |
0.047 |
| 1M High / 1M Low: |
0.068 |
0.040 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.056 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.057 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
215.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
