BVT Put 120 6MK 21.06.2024
/ DE000VM73BF0
BVT Put 120 6MK 21.06.2024/ DE000VM73BF0 /
| 5/24/2024 8:43:16 AM |
Chg.+0.002 |
Bid5:47:22 PM |
Ask5:47:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.018EUR |
+12.50% |
0.019
Bid Size: 50,000 |
0.036
Ask Size: 50,000 |
MERCK CO. D... |
120.00 - |
6/21/2024 |
Put |
Master data
| WKN: |
VM73BF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
1/8/2024 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-336.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.07 |
| Historic volatility: |
0.16 |
| Parity: |
-0.12 |
| Time value: |
0.04 |
| Break-even: |
119.64 |
| Moneyness: |
0.99 |
| Premium: |
0.01 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
89.47% |
| Delta: |
-0.25 |
| Theta: |
-0.01 |
| Omega: |
-83.73 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.018 |
| High: |
0.018 |
| Low: |
0.018 |
| Previous Close: |
0.016 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.00% |
| 1 Month |
|
|
-87.50% |
| 3 Months |
|
|
-91.04% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.025 |
0.016 |
| 1M High / 1M Low: |
0.153 |
0.016 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.021 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.057 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
395.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
