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BVT Put 75 MBG 20.12.2024/  DE000VU9SKB8  /

Frankfurt Zert./VONT
2024-09-20  7:44:13 PM Chg.+0.410 Bid9:58:07 PM Ask9:58:07 PM Underlying Strike price Expiration date Option type
1.990EUR +25.95% -
Bid Size: -		 -
Ask Size: -		 MERCEDES-BENZ GROUP ... 75.00 EUR 2024-12-20 Put
 

Master data

WKN: VU9SKB
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 75.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-11
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -2.71
Leverage: Yes

Calculated values

Fair value: 2.00
Intrinsic value: 2.00
Implied volatility: 0.51
Historic volatility: 0.22
Parity: 2.00
Time value: 0.03
Break-even: 54.70
Moneyness: 1.36
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.03
Spread %: 1.50%
Delta: -0.86
Theta: -0.01
Omega: -2.32
Rho: -0.17
 

Quote data

Open: 1.990
High: 1.990
Low: 1.990
Previous Close: 1.580
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.34%
1 Month  
+48.51%
3 Months  
+76.11%
YTD  
+20.61%
1 Year  
+53.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.990 1.580
1M High / 1M Low: 1.990 1.230
6M High / 6M Low: 1.990 0.640
High (YTD): 2024-09-20 1.990
Low (YTD): 2024-04-08 0.640
52W High: 2023-10-31 2.240
52W Low: 2024-04-08 0.640
Avg. price 1W:   1.788
Avg. volume 1W:   0.000
Avg. price 1M:   1.570
Avg. volume 1M:   0.000
Avg. price 6M:   1.135
Avg. volume 6M:   0.000
Avg. price 1Y:   1.348
Avg. volume 1Y:   31.373
Volatility 1M:   125.38%
Volatility 6M:   107.81%
Volatility 1Y:   90.24%
Volatility 3Y:   -