BVT Call 100 6MK 21.06.2024
/ DE000VM525B4
BVT Call 100 6MK 21.06.2024/ DE000VM525B4 /
| 24/05/2024 08:21:45 |
Chg.0.00 |
Bid10:53:24 |
Ask10:53:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.93EUR |
0.00% |
2.98
Bid Size: 7,000 |
3.06
Ask Size: 7,000 |
MERCK CO. D... |
100.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
VM525B |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
29/11/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.15 |
| Intrinsic value: |
2.12 |
| Implied volatility: |
1.37 |
| Historic volatility: |
0.16 |
| Parity: |
2.12 |
| Time value: |
0.83 |
| Break-even: |
129.50 |
| Moneyness: |
1.21 |
| Premium: |
0.07 |
| Premium p.a.: |
1.36 |
| Spread abs.: |
0.01 |
| Spread %: |
0.34% |
| Delta: |
0.76 |
| Theta: |
-0.26 |
| Omega: |
3.12 |
| Rho: |
0.05 |
Quote data
| Open: |
2.93 |
| High: |
2.93 |
| Low: |
2.93 |
| Previous Close: |
2.93 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.03% |
| 1 Month |
|
|
+10.57% |
| 3 Months |
|
|
+3.17% |
| YTD |
|
|
+146.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.94 |
2.89 |
| 1M High / 1M Low: |
3.05 |
2.60 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
28/03/2024 |
3.10 |
| Low (YTD): |
02/01/2024 |
1.49 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.91 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
