BVT Put 130 6MK 20.09.2024
/ DE000VM9PRM6
BVT Put 130 6MK 20.09.2024/ DE000VM9PRM6 /
23/05/2024 08:42:54 |
Chg.0.000 |
Bid11:13:03 |
Ask11:13:03 |
Underlying |
Strike price |
Expiration date |
Option type |
0.430EUR |
0.00% |
0.420 Bid Size: 13,000 |
0.450 Ask Size: 13,000 |
MERCK CO. D... |
130.00 - |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
05/02/2024 |
Last trading day: |
20/09/2024 |
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: |
0.430 |
High: |
0.430 |
Low: |
0.430 |
Previous Close: |
0.430 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.50% |
1 Month |
|
|
-39.44% |
3 Months |
|
|
-31.75% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.450 |
0.400 |
1M High / 1M Low: |
0.710 |
0.400 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.428 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.528 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
187.34% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |