BVT Put 120 6MK 20.12.2024/  DE000VD3SDA9  /

EUWAX
31/07/2024  09:46:57 Chg.+0.450 Bid11:20:45 Ask11:20:45 Underlying Strike price Expiration date Option type
0.790EUR +132.35% 0.740
Bid Size: 7,000
0.810
Ask Size: 7,000
MERCK CO. D... 120.00 - 20/12/2024 Put
 

Master data

WKN: VD3SDA
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Put
Strike price: 120.00 -
Maturity: 20/12/2024
Issue date: 10/04/2024
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -13.32
Leverage: Yes

Calculated values

Fair value: 1.34
Intrinsic value: 1.34
Implied volatility: -
Historic volatility: 0.18
Parity: 1.34
Time value: -0.54
Break-even: 112.00
Moneyness: 1.13
Premium: -0.05
Premium p.a.: -0.13
Spread abs.: 0.01
Spread %: 1.27%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.790
High: 0.790
Low: 0.790
Previous Close: 0.340
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+92.68%
1 Month  
+163.33%
3 Months  
+119.44%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.340
1M High / 1M Low: 0.430 0.290
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.376
Avg. volume 1W:   0.000
Avg. price 1M:   0.361
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   199.80%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -