BVT Put 120 6MK 20.09.2024
/ DE000VM73BE3
BVT Put 120 6MK 20.09.2024/ DE000VM73BE3 /
| 28/08/2024 19:52:10 |
Chg.-0.100 |
Bid10:02:01 |
Ask10:02:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-20.41% |
0.360
Bid Size: 11,000 |
0.410
Ask Size: 11,000 |
MERCK CO. D... |
120.00 - |
20/09/2024 |
Put |
Master data
| WKN: |
VM73BE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
08/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-27.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
1.45 |
| Implied volatility: |
- |
| Historic volatility: |
0.18 |
| Parity: |
1.45 |
| Time value: |
-1.07 |
| Break-even: |
116.20 |
| Moneyness: |
1.14 |
| Premium: |
-0.10 |
| Premium p.a.: |
-0.83 |
| Spread abs.: |
0.01 |
| Spread %: |
2.70% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.340 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.75% |
| 1 Month |
|
|
+114.29% |
| 3 Months |
|
|
+50.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.390 |
| 1M High / 1M Low: |
0.860 |
0.182 |
| 6M High / 6M Low: |
0.860 |
0.103 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.452 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.615 |
| Avg. volume 1M: |
|
63.696 |
| Avg. price 6M: |
|
0.330 |
| Avg. volume 6M: |
|
23.071 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
769.64% |
| Volatility 6M: |
|
378.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
