BVT Call 105 6MK/ DE000VM524U7 /
6/21/2024 1:44:20 PM | Chg.0.000 | Bid1:44:20 PM | Ask1:44:20 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.330EUR | 0.00% | - Bid Size: - |
- Ask Size: - |
MERCK CO. D... | 105.00 - | 6/21/2024 | 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: | 6/21/2024 |
Issue date: | 11/29/2023 |
Last trading day: | 6/21/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 5.32 |
Leverage: | Yes |
Calculated values
Fair value: | 1.41 |
---|---|
Intrinsic value: | 1.41 |
Implied volatility: | 6.13 |
Historic volatility: | 0.16 |
Parity: | 1.41 |
Time value: | 0.83 |
Break-even: | 127.40 |
Moneyness: | 1.13 |
Premium: | 0.07 |
Premium p.a.: | 0.00 |
Spread abs.: | 0.10 |
Spread %: | 4.67% |
Delta: | 0.71 |
Theta: | -6.54 |
Omega: | 3.77 |
Rho: | 0.00 |
Quote data
Open: | 2.310 |
---|---|
High: | 2.330 |
Low: | 2.310 |
Previous Close: | 2.330 |
Turnover: | 0.000 |
Market phase: | PRE CALL |
All quotes in EUR
Performance
1 Week | +1.30% | ||
---|---|---|---|
1 Month | -5.28% | ||
3 Months | +20.10% | ||
YTD | +167.82% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.330 | 2.140 |
---|---|---|
1M High / 1M Low: | 2.500 | 1.910 |
6M High / 6M Low: | 2.630 | 0.700 |
High (YTD): | 3/27/2024 | 2.630 |
Low (YTD): | 1/2/2024 | 1.150 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.222 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 2.272 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 2.028 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 97.77% | |
Volatility 6M: | 104.00% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |