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BVT Put 75 MBG 20.12.2024/  DE000VU9SKB8  /

Frankfurt Zert./VONT
29/08/2024  10:10:11 Chg.-0.050 Bid10:16:02 Ask10:16:02 Underlying Strike price Expiration date Option type
1.230EUR -3.91% 1.220
Bid Size: 86,000		 1.230
Ask Size: 86,000		 MERCEDES-BENZ GROUP ... 75.00 EUR 20/12/2024 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: 20/12/2024
Issue date: 11/07/2023
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -4.78
Leverage: Yes

Calculated values

Fair value: 1.29
Intrinsic value: 1.29
Implied volatility: 0.31
Historic volatility: 0.20
Parity: 1.29
Time value: 0.01
Break-even: 62.00
Moneyness: 1.21
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: 0.03
Spread %: 2.36%
Delta: -0.82
Theta: -0.01
Omega: -3.93
Rho: -0.20
 

Quote data

Open: 1.230
High: 1.230
Low: 1.230
Previous Close: 1.280
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.21%
1 Month
  -5.38%
3 Months  
+23.00%
YTD
  -25.45%
1 Year
  -3.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.340 1.230
1M High / 1M Low: 1.810 1.230
6M High / 6M Low: 1.810 0.640
High (YTD): 22/01/2024 1.950
Low (YTD): 08/04/2024 0.640
52W High: 31/10/2023 2.240
52W Low: 08/04/2024 0.640
Avg. price 1W:   1.288
Avg. volume 1W:   0.000
Avg. price 1M:   1.509
Avg. volume 1M:   0.000
Avg. price 6M:   1.029
Avg. volume 6M:   0.000
Avg. price 1Y:   1.327
Avg. volume 1Y:   31.250
Volatility 1M:   83.68%
Volatility 6M:   98.30%
Volatility 1Y:   84.55%
Volatility 3Y:   -