BVT Put 155 MRK 17.05.2024
/ DE000VD1CYU1
BVT Put 155 MRK 17.05.2024/ DE000VD1CYU1 /
| 2024-05-06 7:51:21 PM |
Chg.-0.040 |
Bid10:01:05 AM |
Ask10:01:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
-7.41% |
0.520
Bid Size: 23,000 |
0.530
Ask Size: 23,000 |
MERCK KGAA O.N. |
155.00 EUR |
2024-05-17 |
Put |
Master data
| WKN: |
VD1CYU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
155.00 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2024-05-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-25.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.26 |
| Parity: |
0.31 |
| Time value: |
0.30 |
| Break-even: |
149.00 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
1.02 |
| Spread abs.: |
0.06 |
| Spread %: |
11.11% |
| Delta: |
-0.59 |
| Theta: |
-0.20 |
| Omega: |
-14.92 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.500 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.06% |
| 1 Month |
|
|
-39.02% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.500 |
| 1M High / 1M Low: |
1.220 |
0.500 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.618 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.815 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
262.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
