BVT Put 100 MRK 17.04.2025
/ DE000VG1BM83
BVT Put 100 MRK 17.04.2025/ DE000VG1BM83 /
| 1/24/2025 8:44:46 AM |
Chg.-0.070 |
Bid6:22:20 PM |
Ask6:22:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
-10.45% |
0.650
Bid Size: 61,000 |
0.660
Ask Size: 61,000 |
Merck and Co Inc |
100.00 USD |
4/17/2025 |
Put |
Master data
| WKN: |
VG1BM8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Merck and Co Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
4/17/2025 |
| Issue date: |
12/18/2024 |
| Last trading day: |
4/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
0.32 |
| Time value: |
0.30 |
| Break-even: |
89.81 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
1.64% |
| Delta: |
-0.56 |
| Theta: |
-0.02 |
| Omega: |
-8.41 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.600 |
| Previous Close: |
0.670 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.86% |
| 1 Month |
|
|
+1.69% |
| 3 Months |
|
|
- |
| YTD |
|
|
+13.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.420 |
| 1M High / 1M Low: |
0.670 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/23/2025 |
0.670 |
| Low (YTD): |
1/17/2025 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.552 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.515 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |