BVT Call 135 6MK 20.12.2024
/ DE000VD3SE48
BVT Call 135 6MK 20.12.2024/ DE000VD3SE48 /
| 2024-06-25 8:41:29 AM |
Chg.+0.130 |
Bid1:59:56 PM |
Ask1:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
+22.41% |
0.710
Bid Size: 18,000 |
0.740
Ask Size: 18,000 |
MERCK CO. D... |
135.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
VD3SE4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.16 |
| Parity: |
-1.11 |
| Time value: |
0.71 |
| Break-even: |
142.10 |
| Moneyness: |
0.92 |
| Premium: |
0.15 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.01 |
| Spread %: |
1.43% |
| Delta: |
0.42 |
| Theta: |
-0.03 |
| Omega: |
7.26 |
| Rho: |
0.22 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.710 |
| Previous Close: |
0.580 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.22% |
| 1 Month |
|
|
+7.58% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.460 |
| 1M High / 1M Low: |
0.620 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.512 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.514 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
