BVT Put 76 MBG/ DE000VD04470 /
| 2024-09-20 7:53:15 PM | Chg.+0.410 | Bid7:53:15 PM | Ask7:53:15 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.100EUR | +24.26% | - Bid Size: - |
- Ask Size: - |
MERCEDES-BENZ GROUP ... | 76.00 EUR | 2024-09-20 | Put |
Master data
| WKN: | VD0447 |
|---|---|
| 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: | 2024-09-20 |
| Issue date: | 2024-02-29 |
| Last trading day: | 2024-09-20 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -3.08 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.84 |
|---|---|
| Intrinsic value: | 1.84 |
| Implied volatility: | 3.44 |
| Historic volatility: | 0.21 |
| Parity: | 1.84 |
| Time value: | 0.03 |
| Break-even: | 57.30 |
| Moneyness: | 1.32 |
| Premium: | 0.01 |
| Premium p.a.: | 6.09 |
| Spread abs.: | 0.03 |
| Spread %: | 1.63% |
| Delta: | -0.93 |
| Theta: | -0.72 |
| Omega: | -2.85 |
| Rho: | 0.00 |
Quote data
| Open: | 2.130 |
|---|---|
| High: | 2.130 |
| Low: | 2.100 |
| Previous Close: | 1.690 |
| Turnover: | 0.000 |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +9.95% | ||
|---|---|---|---|
| 1 Month | +39.07% | ||
| 3 Months | +77.97% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.940 | 1.690 |
|---|---|---|
| 1M High / 1M Low: | 2.030 | 1.340 |
| 6M High / 6M Low: | 2.030 | 0.610 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.852 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 1.634 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 1.177 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 88.00% | |
| Volatility 6M: | 109.86% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
