BVT Call 98 MRK 17.04.2025/  DE000VG1V648  /

Frankfurt Zert./VONT
1/24/2025  10:11:02 AM Chg.-0.040 Bid10:30:14 AM Ask10:30:14 AM Underlying Strike price Expiration date Option type
0.390EUR -9.30% 0.400
Bid Size: 17,000
0.430
Ask Size: 17,000
Merck and Co Inc 98.00 USD 4/17/2025 Call
 

Master data

WKN: VG1V64
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Merck and Co Inc
Type: Warrant
Option type: Call
Strike price: 98.00 USD
Maturity: 4/17/2025
Issue date: 12/27/2024
Last trading day: 4/17/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.63
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.20
Parity: -0.13
Time value: 0.41
Break-even: 98.19
Moneyness: 0.99
Premium: 0.06
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 2.50%
Delta: 0.50
Theta: -0.03
Omega: 11.27
Rho: 0.10
 

Quote data

Open: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.430
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -27.78%
1 Month     -
3 Months     -
YTD
  -41.79%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.550 0.370
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): 1/7/2025 0.740
Low (YTD): 1/22/2025 0.370
52W High: - -
52W Low: - -
Avg. price 1W:   0.456
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:   -