BVT Call 105 MRK 21.03.2025
/ DE000VC6JLQ1
BVT Call 105 MRK 21.03.2025/ DE000VC6JLQ1 /
| 1/24/2025 1:55:19 PM |
Chg.-0.004 |
Bid3:36:31 PM |
Ask3:36:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.122EUR |
-3.17% |
0.123
Bid Size: 68,000 |
0.133
Ask Size: 68,000 |
Merck and Co Inc |
105.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
VC6JLQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Merck and Co Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
10/23/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
71.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.20 |
| Parity: |
-0.80 |
| Time value: |
0.13 |
| Break-even: |
102.10 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
0.87 |
| Spread abs.: |
0.01 |
| Spread %: |
8.40% |
| Delta: |
0.24 |
| Theta: |
-0.03 |
| Omega: |
17.22 |
| Rho: |
0.03 |
Quote data
| Open: |
0.118 |
| High: |
0.122 |
| Low: |
0.118 |
| Previous Close: |
0.126 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.60% |
| 1 Month |
|
|
-56.43% |
| 3 Months |
|
|
-82.57% |
| YTD |
|
|
-56.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.185 |
0.107 |
| 1M High / 1M Low: |
0.360 |
0.107 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
0.360 |
| Low (YTD): |
1/22/2025 |
0.107 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.142 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.233 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
319.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |