BVT Put 170 MRK 21.03.2025
/ DE000VD55852
BVT Put 170 MRK 21.03.2025/ DE000VD55852 /
| 2024-07-23 8:40:13 AM |
Chg.+0.01 |
Bid1:19:52 PM |
Ask1:19:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.44EUR |
+0.41% |
2.18
Bid Size: 29,000 |
2.19
Ask Size: 29,000 |
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: |
-5.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.31 |
| Intrinsic value: |
2.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.27 |
| Parity: |
2.00 |
| Time value: |
0.52 |
| Break-even: |
144.80 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.07 |
| Spread %: |
2.86% |
| Delta: |
-0.61 |
| Theta: |
-0.02 |
| Omega: |
-3.61 |
| Rho: |
-0.77 |
Quote data
| Open: |
2.44 |
| High: |
2.44 |
| Low: |
2.44 |
| Previous Close: |
2.43 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.95% |
| 1 Month |
|
|
+51.55% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.49 |
2.13 |
| 1M High / 1M Low: |
2.50 |
1.60 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
225.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
