BVT Put 145 MRK 18.10.2024
/ DE000VC4HJ21
BVT Put 145 MRK 18.10.2024/ DE000VC4HJ21 /
| 02/10/2024 19:55:09 |
Chg.-0.022 |
Bid08:16:03 |
Ask08:16:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.088EUR |
-20.00% |
0.092
Bid Size: 10,000 |
0.102
Ask Size: 10,000 |
MERCK KGAA O.N. |
145.00 EUR |
18/10/2024 |
Put |
Master data
| WKN: |
VC4HJ2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
145.00 EUR |
| Maturity: |
18/10/2024 |
| Issue date: |
25/09/2024 |
| Last trading day: |
18/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-132.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.27 |
| Parity: |
-1.14 |
| Time value: |
0.12 |
| Break-even: |
143.82 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
4.84 |
| Spread abs.: |
0.01 |
| Spread %: |
10.28% |
| Delta: |
-0.17 |
| Theta: |
-0.10 |
| Omega: |
-21.91 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.106 |
| High: |
0.123 |
| Low: |
0.088 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.55% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.073 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.087 |
| 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: |
|
- |
