BVT Put 130 6MK 20.09.2024
/ DE000VM9PRM6
BVT Put 130 6MK 20.09.2024/ DE000VM9PRM6 /
| 5/23/2024 10:16:58 AM |
Chg.+0.030 |
Bid10:19:15 AM |
Ask10:19:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
+7.14% |
0.430
Bid Size: 13,000 |
0.460
Ask Size: 13,000 |
MERCK CO. D... |
130.00 - |
9/20/2024 |
Put |
Master data
| WKN: |
VM9PRM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
2/5/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-27.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
- |
| Historic volatility: |
0.16 |
| Parity: |
0.89 |
| Time value: |
-0.45 |
| Break-even: |
125.60 |
| Moneyness: |
1.07 |
| Premium: |
-0.04 |
| Premium p.a.: |
-0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
2.33% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.450 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.27% |
| 1 Month |
|
|
-34.78% |
| 3 Months |
|
|
-29.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.400 |
| 1M High / 1M Low: |
0.700 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.426 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.516 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
