BVT Call 100 6MK/ DE000VM525B4 /
| 21/06/2024 08:25:14 | Chg.+0.15 | Bid12:01:06 | Ask12:01:06 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.79EUR | +5.68% | - Bid Size: - |
- Ask Size: - |
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: | 4.39 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.91 |
|---|---|
| Intrinsic value: | 1.91 |
| Implied volatility: | 6.94 |
| Historic volatility: | 0.16 |
| Parity: | 1.91 |
| Time value: | 0.80 |
| Break-even: | 127.10 |
| Moneyness: | 1.19 |
| Premium: | 0.07 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.10 |
| Spread %: | 3.83% |
| Delta: | 0.75 |
| Theta: | -6.93 |
| Omega: | 3.28 |
| Rho: | 0.00 |
Quote data
| Open: | 2.79 |
|---|---|
| High: | 2.79 |
| Low: | 2.79 |
| Previous Close: | 2.64 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +0.72% | ||
|---|---|---|---|
| 1 Month | -3.79% | ||
| 3 Months | +18.22% | ||
| YTD | +134.45% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.77 | 2.62 |
|---|---|---|
| 1M High / 1M Low: | 3.01 | 2.35 |
| 6M High / 6M Low: | 3.10 | 1.02 |
| High (YTD): | 28/03/2024 | 3.10 |
| Low (YTD): | 02/01/2024 | 1.49 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.70 | |
| Avg. volume 1W: | 0.00 | |
| Avg. price 1M: | 2.73 | |
| Avg. volume 1M: | 0.00 | |
| Avg. price 6M: | 2.47 | |
| Avg. volume 6M: | 0.00 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 68.95% | |
| Volatility 6M: | 81.77% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
