BVT Call 98 MRK 21.03.2025
/ DE000VC8FSK3
BVT Call 98 MRK 21.03.2025/ DE000VC8FSK3 /
| 09/01/2025 19:57:56 |
Chg.+0.020 |
Bid09:10:38 |
Ask09:10:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
+3.51% |
0.590
Bid Size: 13,000 |
0.630
Ask Size: 13,000 |
Merck and Co Inc |
98.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
VC8FSK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Merck and Co Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
98.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
14/11/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.20 |
| Parity: |
0.18 |
| Time value: |
0.42 |
| Break-even: |
101.02 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
1.69% |
| Delta: |
0.60 |
| Theta: |
-0.04 |
| Omega: |
9.70 |
| Rho: |
0.10 |
Quote data
| Open: |
0.600 |
| High: |
0.610 |
| Low: |
0.590 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.36% |
| 1 Month |
|
|
-16.90% |
| 3 Months |
|
|
- |
| YTD |
|
|
-3.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.540 |
| 1M High / 1M Low: |
0.780 |
0.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
07/01/2025 |
0.750 |
| Low (YTD): |
06/01/2025 |
0.540 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.602 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.641 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |