BVT Put 170 MRK 21.03.2025
/ DE000VD55852
BVT Put 170 MRK 21.03.2025/ DE000VD55852 /
| 2024-11-04 1:54:31 PM |
Chg.-0.060 |
Bid3:43:18 PM |
Ask3:43:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.830EUR |
-3.17% |
1.910
Bid Size: 30,000 |
1.920
Ask Size: 30,000 |
MERCK KGAA O.N. |
170.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
VD5585 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
170.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-16 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.91 |
| Intrinsic value: |
1.60 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.27 |
| Parity: |
1.60 |
| Time value: |
0.38 |
| Break-even: |
150.30 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.07 |
| Spread %: |
3.68% |
| Delta: |
-0.66 |
| Theta: |
-0.03 |
| Omega: |
-5.12 |
| Rho: |
-0.45 |
Quote data
| Open: |
1.840 |
| High: |
1.840 |
| Low: |
1.830 |
| Previous Close: |
1.890 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.55% |
| 1 Month |
|
|
-4.19% |
| 3 Months |
|
|
+7.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.060 |
1.820 |
| 1M High / 1M Low: |
2.060 |
1.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.966 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.775 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
