BVT Put 130 MRK 21.03.2025
/ DE000VD3DTA7
BVT Put 130 MRK 21.03.2025/ DE000VD3DTA7 /
| 2024-11-04 10:48:26 AM |
Chg.-0.040 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
-14.29% |
-
Bid Size: - |
-
Ask Size: - |
MERCK KGAA O.N. |
130.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
VD3DTA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-05 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-57.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.27 |
| Parity: |
-2.41 |
| Time value: |
0.27 |
| Break-even: |
127.30 |
| Moneyness: |
0.84 |
| Premium: |
0.17 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.01 |
| Spread %: |
3.85% |
| Delta: |
-0.15 |
| Theta: |
-0.02 |
| Omega: |
-8.83 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.240 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.00% |
| 1 Month |
|
|
-14.29% |
| 3 Months |
|
|
-22.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.250 |
| 1M High / 1M Low: |
0.350 |
0.199 |
| 6M High / 6M Low: |
0.600 |
0.182 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.272 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.264 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.345 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.96% |
| Volatility 6M: |
|
155.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
