BVT Put 95 MBG 20.06.2025
/ DE000VD06Y30
BVT Put 95 MBG 20.06.2025/ DE000VD06Y30 /
2024-06-21 10:13:15 AM |
Chg.0.000 |
Bid10:15:27 AM |
Ask10:15:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
9.500EUR |
0.00% |
9.510 Bid Size: 13,000 |
9.520 Ask Size: 13,000 |
MERCEDES-BENZ GROUP ... |
95.00 EUR |
2025-06-20 |
Put |
Master data
WKN: |
VD06Y3 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
MERCEDES-BENZ GROUP AG NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
95.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2024-02-29 |
Last trading day: |
2025-06-20 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-6.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
27.53 |
Intrinsic value: |
30.66 |
Implied volatility: |
- |
Historic volatility: |
0.20 |
Parity: |
30.66 |
Time value: |
-21.14 |
Break-even: |
85.48 |
Moneyness: |
1.48 |
Premium: |
-0.33 |
Premium p.a.: |
-0.33 |
Spread abs.: |
0.02 |
Spread %: |
0.21% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
9.500 |
High: |
9.500 |
Low: |
9.500 |
Previous Close: |
9.500 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+2.37% |
3 Months |
|
|
+6.26% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.520 |
9.500 |
1M High / 1M Low: |
9.520 |
9.280 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
9.510 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
9.395 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
3.72% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |