BVT Call 105 MRK 17.01.2025
/ DE000VG01MF0
BVT Call 105 MRK 17.01.2025/ DE000VG01MF0 /
| 1/9/2025 2:03:34 PM |
Chg.+0.008 |
Bid4:37:58 PM |
Ask4:37:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.029EUR |
+38.10% |
0.024
Bid Size: 2,700 |
0.034
Ask Size: 2,700 |
Merck and Co Inc |
105.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
VG01MF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Merck and Co Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
12/16/2024 |
| Last trading day: |
1/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
284.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.20 |
| Parity: |
-0.50 |
| Time value: |
0.03 |
| Break-even: |
102.15 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
10.55 |
| Spread abs.: |
0.01 |
| Spread %: |
41.67% |
| Delta: |
0.15 |
| Theta: |
-0.07 |
| Omega: |
42.36 |
| Rho: |
0.00 |
Quote data
| Open: |
0.027 |
| High: |
0.029 |
| Low: |
0.027 |
| Previous Close: |
0.021 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.44% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
-47.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.053 |
0.021 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
0.053 |
| Low (YTD): |
1/8/2025 |
0.021 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.033 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |