BVT Call 100 6MK/ DE000VM525B4 /
6/21/2024 8:25:14 AM | Chg.+0.15 | Bid12:01:06 PM | Ask12:01:06 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.79EUR | +5.68% | - Bid Size: - |
- Ask Size: - |
MERCK CO. D... | 100.00 - | 6/21/2024 | 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: | 6/21/2024 |
Issue date: | 11/29/2023 |
Last trading day: | 6/21/2024 |
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): | 3/28/2024 | 3.10 |
Low (YTD): | 1/2/2024 | 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: | - |