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: |
|
- |