BVT Put 110 6MK 20.12.2024
/ DE000VD3SC32
BVT Put 110 6MK 20.12.2024/ DE000VD3SC32 /
| 14/06/2024 08:47:18 |
Chg.+0.011 |
Bid22:00:06 |
Ask22:00:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.146EUR |
+8.15% |
-
Bid Size: - |
-
Ask Size: - |
MERCK CO. D... |
110.00 - |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-78.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.16 |
| Parity: |
-1.10 |
| Time value: |
0.16 |
| Break-even: |
108.45 |
| Moneyness: |
0.91 |
| Premium: |
0.10 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
6.90% |
| Delta: |
-0.17 |
| Theta: |
-0.01 |
| Omega: |
-13.53 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.146 |
| High: |
0.146 |
| Low: |
0.146 |
| Previous Close: |
0.135 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.04% |
| 1 Month |
|
|
+4.29% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.146 |
0.123 |
| 1M High / 1M Low: |
0.270 |
0.123 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.134 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.164 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
