BVT Put 145 MRK 21.02.2025
/ DE000VC9Z0T8
BVT Put 145 MRK 21.02.2025/ DE000VC9Z0T8 /
| 1/9/2025 7:41:00 PM |
Chg.+0.070 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
+13.73% |
-
Bid Size: - |
-
Ask Size: - |
MERCK KGAA O.N. |
145.00 EUR |
2/21/2025 |
Put |
Master data
| WKN: |
VC9Z0T |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
145.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
12/3/2024 |
| Last trading day: |
2/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-24.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.23 |
| Parity: |
0.20 |
| Time value: |
0.38 |
| Break-even: |
139.20 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.05 |
| Spread %: |
9.43% |
| Delta: |
-0.53 |
| Theta: |
-0.05 |
| Omega: |
-13.09 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.530 |
| High: |
0.630 |
| Low: |
0.530 |
| Previous Close: |
0.510 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.55% |
| 1 Month |
|
|
-21.62% |
| 3 Months |
|
|
- |
| YTD |
|
|
-28.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.440 |
| 1M High / 1M Low: |
0.910 |
0.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
0.730 |
| Low (YTD): |
1/7/2025 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.588 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.709 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
198.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |