BVT Put 120 MRK 21.03.2025
/ DE000VD3HQM9
BVT Put 120 MRK 21.03.2025/ DE000VD3HQM9 /
| 2024-11-04 10:50:43 AM |
Chg.-0.022 |
Bid3:21:56 PM |
Ask3:21:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.144EUR |
-13.25% |
0.143
Bid Size: 42,000 |
0.153
Ask Size: 42,000 |
MERCK KGAA O.N. |
120.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
VD3HQM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-95.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
-3.41 |
| Time value: |
0.16 |
| Break-even: |
118.39 |
| Moneyness: |
0.78 |
| Premium: |
0.23 |
| Premium p.a.: |
0.74 |
| Spread abs.: |
0.01 |
| Spread %: |
6.62% |
| Delta: |
-0.09 |
| Theta: |
-0.02 |
| Omega: |
-9.00 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.148 |
| High: |
0.148 |
| Low: |
0.144 |
| Previous Close: |
0.166 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.37% |
| 1 Month |
|
|
-15.79% |
| 3 Months |
|
|
-30.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.173 |
0.146 |
| 1M High / 1M Low: |
0.211 |
0.119 |
| 6M High / 6M Low: |
0.410 |
0.109 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.160 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.161 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.228 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.37% |
| Volatility 6M: |
|
159.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
