BVT Call 115 6MK 20.09.2024
/ DE000VM7N412
BVT Call 115 6MK 20.09.2024/ DE000VM7N412 /
| 2024-06-21 8:01:38 PM |
Chg.-0.030 |
Bid9:59:35 PM |
Ask9:59:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.640EUR |
-1.80% |
-
Bid Size: - |
-
Ask Size: - |
MERCK CO. D... |
115.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
VM7N41 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.16 |
| Parity: |
0.73 |
| Time value: |
0.97 |
| Break-even: |
132.00 |
| Moneyness: |
1.06 |
| Premium: |
0.08 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.01 |
| Spread %: |
0.59% |
| Delta: |
0.65 |
| Theta: |
-0.07 |
| Omega: |
4.71 |
| Rho: |
0.16 |
Quote data
| Open: |
1.630 |
| High: |
1.640 |
| Low: |
1.610 |
| Previous Close: |
1.670 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.19% |
| 1 Month |
|
|
-3.53% |
| 3 Months |
|
|
+22.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.670 |
1.440 |
| 1M High / 1M Low: |
1.720 |
1.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.536 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.527 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
