BVT Put 100 6MK 20.12.2024
/ DE000VD4LK12
BVT Put 100 6MK 20.12.2024/ DE000VD4LK12 /
| 24/09/2024 19:53:35 |
Chg.+0.005 |
Bid21:59:07 |
Ask21:59:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.079EUR |
+6.76% |
-
Bid Size: - |
-
Ask Size: - |
MERCK CO. D... |
100.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
VD4LK1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
22/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-121.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.18 |
| Parity: |
-0.41 |
| Time value: |
0.09 |
| Break-even: |
99.14 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
13.16% |
| Delta: |
-0.22 |
| Theta: |
-0.01 |
| Omega: |
-26.39 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.075 |
| High: |
0.079 |
| Low: |
0.075 |
| Previous Close: |
0.074 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.28% |
| 1 Month |
|
|
-34.71% |
| 3 Months |
|
|
+97.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.078 |
0.071 |
| 1M High / 1M Low: |
0.135 |
0.060 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.074 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.098 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
359.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
