BVT Call 105 6MK 21.06.2024
/ DE000VM524U7
BVT Call 105 6MK 21.06.2024/ DE000VM524U7 /
| 6/21/2024 8:25:14 AM |
Chg.+0.15 |
Bid9:10:30 AM |
Ask9:10:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.33EUR |
+6.88% |
2.33
Bid Size: 7,000 |
2.41
Ask Size: 7,000 |
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: |
2.33 |
| High: |
2.33 |
| Low: |
2.33 |
| Previous Close: |
2.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.30% |
| 1 Month |
|
|
-4.51% |
| 3 Months |
|
|
+20.73% |
| YTD |
|
|
+170.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.30 |
2.16 |
| 1M High / 1M Low: |
2.54 |
1.89 |
| 6M High / 6M Low: |
2.65 |
0.71 |
| High (YTD): |
3/28/2024 |
2.65 |
| Low (YTD): |
1/2/2024 |
1.13 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.42% |
| Volatility 6M: |
|
98.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
