OverviewChartNewsTraderScreen

BVT Put 75 MBG 20.12.2024/  DE000VU9SKB8  /

Frankfurt Zert./VONT
28/08/2024  19:44:28 Chg.+0.050 Bid08:52:08 Ask08:52:08 Underlying Strike price Expiration date Option type
1.280EUR +4.07% 1.300
Bid Size: 13,000		 1.320
Ask Size: 13,000		 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: -4.93
Leverage: Yes

Calculated values

Fair value: 1.24
Intrinsic value: 1.24
Implied volatility: 0.32
Historic volatility: 0.20
Parity: 1.24
Time value: 0.03
Break-even: 62.30
Moneyness: 1.20
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: 0.03
Spread %: 2.42%
Delta: -0.81
Theta: -0.01
Omega: -3.98
Rho: -0.20
 

Quote data

Open: 1.240
High: 1.280
Low: 1.240
Previous Close: 1.230
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.48%
1 Month
  -1.54%
3 Months  
+28.00%
YTD
  -22.42%
1 Year     0.00%
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:   -