BVT Call 105 6MK 21.06.2024
/ DE000VM524U7
BVT Call 105 6MK 21.06.2024/ DE000VM524U7 /
| 2024-05-24 1:43:56 PM |
Chg.+0.010 |
Bid2:04:48 PM |
Ask2:04:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.490EUR |
+0.40% |
2.490
Bid Size: 11,000 |
2.540
Ask Size: 11,000 |
MERCK CO. D... |
105.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
VM524U |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-29 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.66 |
| Intrinsic value: |
1.62 |
| Implied volatility: |
1.23 |
| Historic volatility: |
0.16 |
| Parity: |
1.62 |
| Time value: |
0.87 |
| Break-even: |
129.90 |
| Moneyness: |
1.15 |
| Premium: |
0.07 |
| Premium p.a.: |
1.46 |
| Spread abs.: |
0.01 |
| Spread %: |
0.40% |
| Delta: |
0.73 |
| Theta: |
-0.25 |
| Omega: |
3.54 |
| Rho: |
0.05 |
Quote data
| Open: |
2.520 |
| High: |
2.520 |
| Low: |
2.490 |
| Previous Close: |
2.480 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.63% |
| 1 Month |
|
|
+15.28% |
| 3 Months |
|
|
+4.62% |
| YTD |
|
|
+186.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.510 |
2.450 |
| 1M High / 1M Low: |
2.600 |
2.160 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-27 |
2.630 |
| Low (YTD): |
2024-01-02 |
1.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.476 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.393 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
