BVT Put 110 6MK 20.12.2024
/ DE000VD3SC32
BVT Put 110 6MK 20.12.2024/ DE000VD3SC32 /
2024-05-10 8:46:42 AM |
Chg.-0.020 |
Bid10:00:06 PM |
Ask10:00:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.161EUR |
-11.05% |
- Bid Size: - |
- Ask Size: - |
MERCK CO. D... |
110.00 - |
2024-12-20 |
Put |
Master data
WKN: |
VD3SC3 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
MERCK CO. DL-,01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
110.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-10 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-69.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.18 |
Historic volatility: |
0.16 |
Parity: |
-1.07 |
Time value: |
0.17 |
Break-even: |
108.26 |
Moneyness: |
0.91 |
Premium: |
0.10 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.01 |
Spread %: |
6.10% |
Delta: |
-0.18 |
Theta: |
-0.01 |
Omega: |
-12.50 |
Rho: |
-0.14 |
Quote data
Open: |
0.161 |
High: |
0.161 |
Low: |
0.161 |
Previous Close: |
0.181 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-17.44% |
1 Month |
|
|
-38.08% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.199 |
0.161 |
1M High / 1M Low: |
0.300 |
0.161 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.181 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.232 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
132.52% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |