BVT Put 150 MRK 21.03.2025
/ DE000VD3DTC3
BVT Put 150 MRK 21.03.2025/ DE000VD3DTC3 /
| 04/11/2024 10:48:26 |
Chg.-0.120 |
Bid17:06:32 |
Ask17:06:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
-14.46% |
0.760
Bid Size: 42,000 |
0.770
Ask Size: 42,000 |
MERCK KGAA O.N. |
150.00 EUR |
21/03/2025 |
Put |
Master data
| WKN: |
VD3DTC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
05/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-19.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.27 |
| Parity: |
-0.41 |
| Time value: |
0.79 |
| Break-even: |
142.10 |
| Moneyness: |
0.97 |
| Premium: |
0.08 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.04 |
| Spread %: |
5.33% |
| Delta: |
-0.38 |
| Theta: |
-0.03 |
| Omega: |
-7.40 |
| Rho: |
-0.25 |
Quote data
| Open: |
0.730 |
| High: |
0.730 |
| Low: |
0.710 |
| Previous Close: |
0.830 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.90% |
| 1 Month |
|
|
-6.58% |
| 3 Months |
|
|
+1.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.690 |
| 1M High / 1M Low: |
0.920 |
0.530 |
| 6M High / 6M Low: |
1.290 |
0.420 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.780 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.720 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.790 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.27% |
| Volatility 6M: |
|
159.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
