BVT Put 130 6MK 20.09.2024
/ DE000VM9PRM6
BVT Put 130 6MK 20.09.2024/ DE000VM9PRM6 /
| 30/08/2024 16:46:53 |
Chg.+0.020 |
Bid17:20:02 |
Ask17:20:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.160EUR |
+1.75% |
1.180
Bid Size: 31,000 |
1.190
Ask Size: 31,000 |
MERCK CO. D... |
130.00 - |
20/09/2024 |
Put |
Master data
| WKN: |
VM9PRM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
05/02/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.40 |
| Intrinsic value: |
2.40 |
| Implied volatility: |
- |
| Historic volatility: |
0.18 |
| Parity: |
2.40 |
| Time value: |
-1.19 |
| Break-even: |
117.90 |
| Moneyness: |
1.23 |
| Premium: |
-0.11 |
| Premium p.a.: |
-0.87 |
| Spread abs.: |
0.01 |
| Spread %: |
0.83% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.220 |
| High: |
1.220 |
| Low: |
1.160 |
| Previous Close: |
1.140 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.38% |
| 1 Month |
|
|
-13.43% |
| 3 Months |
|
|
+96.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.340 |
1.140 |
| 1M High / 1M Low: |
1.720 |
1.140 |
| 6M High / 6M Low: |
1.720 |
0.310 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.250 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.453 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.772 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.66% |
| Volatility 6M: |
|
274.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
