BVT Put 110 6MK 20.12.2024
/ DE000VD3SC32
BVT Put 110 6MK 20.12.2024/ DE000VD3SC32 /
25/07/2024 08:44:24 |
Chg.-0.016 |
Bid19:39:44 |
Ask19:39:44 |
Underlying |
Strike price |
Expiration date |
Option type |
0.157EUR |
-9.25% |
0.149 Bid Size: 54,000 |
0.159 Ask Size: 54,000 |
MERCK CO. D... |
110.00 - |
20/12/2024 |
Put |
Master data
WKN: |
VD3SC3 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
MERCK CO. DL-,01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
110.00 - |
Maturity: |
20/12/2024 |
Issue date: |
10/04/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-68.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.17 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.16 |
Historic volatility: |
0.16 |
Parity: |
-0.62 |
Time value: |
0.17 |
Break-even: |
108.31 |
Moneyness: |
0.95 |
Premium: |
0.07 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.01 |
Spread %: |
6.29% |
Delta: |
-0.23 |
Theta: |
-0.01 |
Omega: |
-15.97 |
Rho: |
-0.12 |
Quote data
Open: |
0.157 |
High: |
0.157 |
Low: |
0.157 |
Previous Close: |
0.173 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.08% |
1 Month |
|
|
+65.26% |
3 Months |
|
|
-34.58% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.196 |
0.148 |
1M High / 1M Low: |
0.198 |
0.095 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.170 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.151 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
272.95% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |