BVT Put 140 MRK 21.02.2025
/ DE000VC9Z0P6
BVT Put 140 MRK 21.02.2025/ DE000VC9Z0P6 /
| 10/01/2025 10:15:45 |
Chg.-0.010 |
Bid13:35:34 |
Ask13:35:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
-2.94% |
0.320
Bid Size: 44,000 |
0.330
Ask Size: 44,000 |
MERCK KGAA O.N. |
140.00 EUR |
21/02/2025 |
Put |
Master data
| WKN: |
VC9Z0P |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 EUR |
| Maturity: |
21/02/2025 |
| Issue date: |
03/12/2024 |
| Last trading day: |
21/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-37.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.23 |
| Parity: |
-0.20 |
| Time value: |
0.38 |
| Break-even: |
136.20 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.04 |
| Spread %: |
11.76% |
| Delta: |
-0.40 |
| Theta: |
-0.05 |
| Omega: |
-15.10 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.330 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-15.38% |
| 3 Months |
|
|
- |
| YTD |
|
|
-35.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.260 |
| 1M High / 1M Low: |
0.600 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
02/01/2025 |
0.450 |
| Low (YTD): |
07/01/2025 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.334 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.447 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
204.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |