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BVT Put 75 MBG 20.12.2024/  DE000VU9SKB8  /

Frankfurt Zert./VONT
06/11/2024  19:43:30 Chg.+0.340 Bid21:54:19 Ask21:54:19 Underlying Strike price Expiration date Option type
2.250EUR +17.80% -
Bid Size: -		 -
Ask Size: -		 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: -2.88
Leverage: Yes

Calculated values

Fair value: 1.91
Intrinsic value: 1.91
Implied volatility: 0.62
Historic volatility: 0.21
Parity: 1.91
Time value: 0.03
Break-even: 55.60
Moneyness: 1.34
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.03
Spread %: 1.57%
Delta: -0.89
Theta: -0.02
Omega: -2.57
Rho: -0.08
 

Quote data

Open: 2.020
High: 2.280
Low: 2.020
Previous Close: 1.910
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+20.32%
1 Month  
+27.84%
3 Months  
+24.31%
YTD  
+36.36%
1 Year  
+8.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.920 1.870
1M High / 1M Low: 1.920 1.670
6M High / 6M Low: 1.990 0.740
High (YTD): 20/09/2024 1.990
Low (YTD): 08/04/2024 0.640
52W High: 13/11/2023 2.150
52W Low: 08/04/2024 0.640
Avg. price 1W:   1.900
Avg. volume 1W:   0.000
Avg. price 1M:   1.797
Avg. volume 1M:   0.000
Avg. price 6M:   1.372
Avg. volume 6M:   0.000
Avg. price 1Y:   1.366
Avg. volume 1Y:   31.250
Volatility 1M:   44.67%
Volatility 6M:   91.67%
Volatility 1Y:   88.67%
Volatility 3Y:   -