BVT Call 75 MBG 20.06.2025/  DE000VM70P15  /

Frankfurt Zert./VONT
2024-09-25  8:00:42 PM Chg.-0.048 Bid9:58:28 PM Ask9:58:28 PM Underlying Strike price Expiration date Option type
0.132EUR -26.67% -
Bid Size: -
-
Ask Size: -
MERCEDES-BENZ GROUP ... 75.00 EUR 2025-06-20 Call
 

Master data

WKN: VM70P1
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 75.00 EUR
Maturity: 2025-06-20
Issue date: 2024-01-05
Last trading day: 2025-06-20
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 295.99
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.22
Parity: -18.17
Time value: 0.19
Break-even: 75.19
Moneyness: 0.76
Premium: 0.32
Premium p.a.: 0.46
Spread abs.: 0.02
Spread %: 9.09%
Delta: 0.06
Theta: 0.00
Omega: 16.43
Rho: 0.02
 

Quote data

Open: 0.174
High: 0.174
Low: 0.132
Previous Close: 0.180
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -29.79%
1 Month
  -68.57%
3 Months
  -83.90%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.138
1M High / 1M Low: 0.430 0.126
6M High / 6M Low: 1.960 0.126
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.182
Avg. volume 1W:   0.000
Avg. price 1M:   0.247
Avg. volume 1M:   0.000
Avg. price 6M:   0.864
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   297.06%
Volatility 6M:   182.32%
Volatility 1Y:   -
Volatility 3Y:   -