BVT Put 71 MBG 19.07.2024
/ DE000VD58KC8
BVT Put 71 MBG 19.07.2024/ DE000VD58KC8 /
| 7/10/2024 2:00:49 PM |
Chg.-0.050 |
Bid4:59:15 PM |
Ask4:59:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
-6.25% |
0.690
Bid Size: 81,000 |
0.700
Ask Size: 81,000 |
MERCEDES-BENZ GROUP ... |
71.00 EUR |
7/19/2024 |
Put |
Master data
| WKN: |
VD58KC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MERCEDES-BENZ GROUP AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
71.00 EUR |
| Maturity: |
7/19/2024 |
| Issue date: |
5/16/2024 |
| Last trading day: |
7/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.20 |
| Parity: |
0.79 |
| Time value: |
0.03 |
| Break-even: |
62.90 |
| Moneyness: |
1.12 |
| Premium: |
0.00 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
3.85% |
| Delta: |
-0.89 |
| Theta: |
-0.06 |
| Omega: |
-6.91 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.750 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.36% |
| 1 Month |
|
|
+31.58% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.510 |
| 1M High / 1M Low: |
0.800 |
0.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.592 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.656 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
