BVT Call 140 6MK 20.09.2024
/ DE000VD0NMZ4
BVT Call 140 6MK 20.09.2024/ DE000VD0NMZ4 /
| 2024-06-21 7:48:05 PM |
Chg.+0.001 |
Bid9:59:46 PM |
Ask9:59:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.171EUR |
+0.59% |
-
Bid Size: - |
-
Ask Size: - |
MERCK CO. D... |
140.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
VD0NMZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
63.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.16 |
| Parity: |
-1.77 |
| Time value: |
0.19 |
| Break-even: |
141.93 |
| Moneyness: |
0.87 |
| Premium: |
0.16 |
| Premium p.a.: |
0.83 |
| Spread abs.: |
0.01 |
| Spread %: |
5.46% |
| Delta: |
0.21 |
| Theta: |
-0.03 |
| Omega: |
13.21 |
| Rho: |
0.06 |
Quote data
| Open: |
0.166 |
| High: |
0.179 |
| Low: |
0.166 |
| Previous Close: |
0.170 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.90% |
| 1 Month |
|
|
-11.40% |
| 3 Months |
|
|
-21.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.171 |
0.123 |
| 1M High / 1M Low: |
0.208 |
0.116 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.144 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.159 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
291.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
