BVT Put 100 6MK 20.12.2024
/ DE000VD4LK12
BVT Put 100 6MK 20.12.2024/ DE000VD4LK12 /
2024-09-25 8:58:12 AM |
Chg.+0.007 |
Bid5:56:06 PM |
Ask5:56:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.082EUR |
+9.33% |
0.077 Bid Size: 62,000 |
0.087 Ask Size: 62,000 |
MERCK CO. D... |
100.00 - |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2024-04-22 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-114.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.20 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.11 |
Historic volatility: |
0.18 |
Parity: |
-0.27 |
Time value: |
0.09 |
Break-even: |
99.10 |
Moneyness: |
0.97 |
Premium: |
0.04 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.01 |
Spread %: |
12.50% |
Delta: |
-0.26 |
Theta: |
-0.01 |
Omega: |
-29.21 |
Rho: |
-0.06 |
Quote data
Open: |
0.082 |
High: |
0.082 |
Low: |
0.082 |
Previous Close: |
0.075 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.89% |
1 Month |
|
|
-36.92% |
3 Months |
|
|
+121.62% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.076 |
0.065 |
1M High / 1M Low: |
0.135 |
0.065 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.072 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.100 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
261.44% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |