BVT Put 110 6MK 21.06.2024
/ DE000VM6JNU7
BVT Put 110 6MK 21.06.2024/ DE000VM6JNU7 /
2024-05-10 8:48:00 AM |
Chg.-0.005 |
Bid10:00:04 PM |
Ask10:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.009EUR |
-35.71% |
- Bid Size: - |
- Ask Size: - |
MERCK CO. D... |
110.00 - |
2024-06-21 |
Put |
Master data
WKN: |
VM6JNU |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
MERCK CO. DL-,01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
110.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-12-07 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-335.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.16 |
Parity: |
-1.07 |
Time value: |
0.04 |
Break-even: |
109.64 |
Moneyness: |
0.91 |
Premium: |
0.09 |
Premium p.a.: |
1.19 |
Spread abs.: |
0.03 |
Spread %: |
300.00% |
Delta: |
-0.09 |
Theta: |
-0.02 |
Omega: |
-28.81 |
Rho: |
-0.01 |
Quote data
Open: |
0.009 |
High: |
0.009 |
Low: |
0.009 |
Previous Close: |
0.014 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-35.71% |
1 Month |
|
|
-85.00% |
3 Months |
|
|
-91.18% |
YTD |
|
|
-98.27% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.015 |
0.009 |
1M High / 1M Low: |
0.078 |
0.009 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-01-02 |
0.400 |
Low (YTD): |
2024-05-10 |
0.009 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.013 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.036 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
309.78% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |