BVT Put 75 MBG 20.12.2024
/ DE000VU9SKB8
BVT Put 75 MBG 20.12.2024/ DE000VU9SKB8 /
| 2024-06-21 8:18:12 AM |
Chg.-0.03 |
Bid11:41:03 AM |
Ask11:41:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.09EUR |
-2.68% |
1.12
Bid Size: 93,000 |
1.13
Ask Size: 93,000 |
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: |
-5.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
1.07 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
1.07 |
| Time value: |
0.05 |
| Break-even: |
63.80 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.03 |
| Spread %: |
2.75% |
| Delta: |
-0.73 |
| Theta: |
-0.01 |
| Omega: |
-4.18 |
| Rho: |
-0.29 |
Quote data
| Open: |
1.09 |
| High: |
1.09 |
| Low: |
1.09 |
| Previous Close: |
1.12 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.68% |
| 1 Month |
|
|
+22.47% |
| 3 Months |
|
|
+41.56% |
| YTD |
|
|
-33.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.19 |
1.12 |
| 1M High / 1M Low: |
1.19 |
0.88 |
| 6M High / 6M Low: |
1.95 |
0.64 |
| High (YTD): |
2024-01-22 |
1.95 |
| Low (YTD): |
2024-04-09 |
0.64 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.12 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.08% |
| Volatility 6M: |
|
90.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
