BVT Put 135 MRK 15.11.2024
/ DE000VC5KB56
BVT Put 135 MRK 15.11.2024/ DE000VC5KB56 /
| 11/4/2024 7:53:14 PM |
Chg.-0.004 |
Bid9:40:58 PM |
Ask9:40:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.043EUR |
-8.51% |
-
Bid Size: - |
-
Ask Size: - |
MERCK KGAA O.N. |
135.00 EUR |
11/15/2024 |
Put |
Master data
| WKN: |
VC5KB5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
135.00 EUR |
| Maturity: |
11/15/2024 |
| Issue date: |
10/9/2024 |
| Last trading day: |
11/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-265.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.27 |
| Parity: |
-1.91 |
| Time value: |
0.06 |
| Break-even: |
134.42 |
| Moneyness: |
0.88 |
| Premium: |
0.13 |
| Premium p.a.: |
52.50 |
| Spread abs.: |
0.01 |
| Spread %: |
20.83% |
| Delta: |
-0.08 |
| Theta: |
-0.10 |
| Omega: |
-21.48 |
| Rho: |
0.00 |
Quote data
| Open: |
0.041 |
| High: |
0.043 |
| Low: |
0.037 |
| Previous Close: |
0.047 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.51% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.065 |
0.047 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.056 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
