BVT Put 150 MRK 21.02.2025
/ DE000VC960L4
BVT Put 150 MRK 21.02.2025/ DE000VC960L4 /
| 1/24/2025 8:44:01 AM |
Chg.+0.010 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
+1.39% |
-
Bid Size: - |
-
Ask Size: - |
MERCK KGAA O.N. |
150.00 EUR |
2/21/2025 |
Put |
Master data
| WKN: |
VC960L |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
12/5/2024 |
| Last trading day: |
2/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-18.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
0.56 |
| Time value: |
0.24 |
| Break-even: |
142.00 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.06 |
| Spread %: |
8.11% |
| Delta: |
-0.65 |
| Theta: |
-0.07 |
| Omega: |
-11.74 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.730 |
| High: |
0.730 |
| Low: |
0.730 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.98% |
| 1 Month |
|
|
-43.85% |
| 3 Months |
|
|
- |
| YTD |
|
|
-37.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.720 |
| 1M High / 1M Low: |
1.300 |
0.720 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
1.120 |
| Low (YTD): |
1/23/2025 |
0.720 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.834 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.952 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |