BVT Put 76 MBG 20.06.2025
/ DE000VD04413
BVT Put 76 MBG 20.06.2025/ DE000VD04413 /
| 2024-09-20 5:03:12 PM |
Chg.+0.390 |
Bid7:01:12 PM |
Ask7:01:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.290EUR |
+20.53% |
2.280
Bid Size: 11,000 |
2.300
Ask Size: 11,000 |
MERCEDES-BENZ GROUP ... |
76.00 EUR |
2025-06-20 |
Put |
Master data
| WKN: |
VD0441 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MERCEDES-BENZ GROUP AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
76.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-02-29 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.70 |
| Intrinsic value: |
1.70 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.21 |
| Parity: |
1.70 |
| Time value: |
0.60 |
| Break-even: |
53.00 |
| Moneyness: |
1.29 |
| Premium: |
0.10 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.09 |
| Spread %: |
4.07% |
| Delta: |
-0.56 |
| Theta: |
-0.02 |
| Omega: |
-1.43 |
| Rho: |
-0.42 |
Quote data
| Open: |
2.290 |
| High: |
2.290 |
| Low: |
2.260 |
| Previous Close: |
1.900 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.01% |
| 1 Month |
|
|
+28.65% |
| 3 Months |
|
|
+57.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.160 |
1.900 |
| 1M High / 1M Low: |
2.230 |
1.620 |
| 6M High / 6M Low: |
2.230 |
1.000 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.066 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.882 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.484 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.22% |
| Volatility 6M: |
|
72.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
