BVT Call 120 6MK 20.09.2024
/ DE000VM7N4Z2
BVT Call 120 6MK 20.09.2024/ DE000VM7N4Z2 /
| 2024-06-21 7:45:31 PM |
Chg.+0.010 |
Bid9:59:37 PM |
Ask9:59:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.220EUR |
+0.83% |
-
Bid Size: - |
-
Ask Size: - |
MERCK CO. D... |
120.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
VM7N4Z |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.16 |
| Parity: |
0.23 |
| Time value: |
1.06 |
| Break-even: |
132.90 |
| Moneyness: |
1.02 |
| Premium: |
0.09 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.01 |
| Spread %: |
0.78% |
| Delta: |
0.59 |
| Theta: |
-0.07 |
| Omega: |
5.62 |
| Rho: |
0.15 |
Quote data
| Open: |
1.200 |
| High: |
1.250 |
| Low: |
1.200 |
| Previous Close: |
1.210 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.09% |
| 1 Month |
|
|
+2.52% |
| 3 Months |
|
|
+19.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.220 |
1.050 |
| 1M High / 1M Low: |
1.310 |
0.890 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.128 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.126 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
