BVT Put 140 MRK 21.03.2025
/ DE000VD3DS56
BVT Put 140 MRK 21.03.2025/ DE000VD3DS56 /
| 04/11/2024 10:48:26 |
Chg.-0.070 |
Bid16:34:08 |
Ask16:34:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
-14.29% |
0.430
Bid Size: 42,000 |
0.440
Ask Size: 42,000 |
MERCK KGAA O.N. |
140.00 EUR |
21/03/2025 |
Put |
Master data
| WKN: |
VD3DS5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
05/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-33.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.27 |
| Parity: |
-1.41 |
| Time value: |
0.46 |
| Break-even: |
135.40 |
| Moneyness: |
0.91 |
| Premium: |
0.12 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.02 |
| Spread %: |
4.55% |
| Delta: |
-0.25 |
| Theta: |
-0.03 |
| Omega: |
-8.34 |
| Rho: |
-0.16 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.420 |
| Previous Close: |
0.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.44% |
| 1 Month |
|
|
-8.70% |
| 3 Months |
|
|
-8.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.410 |
| 1M High / 1M Low: |
0.570 |
0.330 |
| 6M High / 6M Low: |
0.870 |
0.270 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.462 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.437 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.523 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.49% |
| Volatility 6M: |
|
157.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
