BVT Put 120 6MK 20.09.2024
/ DE000VM73BE3
BVT Put 120 6MK 20.09.2024/ DE000VM73BE3 /
| 2024-06-24 8:43:54 AM |
Chg.-0.012 |
Bid9:32:48 PM |
Ask9:32:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.142EUR |
-7.79% |
0.106
Bid Size: 50,000 |
0.116
Ask Size: 50,000 |
MERCK CO. D... |
120.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
VM73BE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-08 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-79.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.16 |
| Parity: |
-0.23 |
| Time value: |
0.15 |
| Break-even: |
118.46 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
6.94% |
| Delta: |
-0.31 |
| Theta: |
-0.01 |
| Omega: |
-24.84 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.142 |
| High: |
0.142 |
| Low: |
0.142 |
| Previous Close: |
0.154 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.96% |
| 1 Month |
|
|
-12.88% |
| 3 Months |
|
|
-68.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.179 |
0.154 |
| 1M High / 1M Low: |
0.340 |
0.136 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.167 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.195 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
255.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
