BVT Put 75 MBG 20.12.2024
/ DE000VU9SKB8
BVT Put 75 MBG 20.12.2024/ DE000VU9SKB8 /
7/24/2024 7:41:03 PM |
Chg.+0.030 |
Bid10:07:52 AM |
Ask10:07:52 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.150EUR |
+2.68% |
1.270 Bid Size: 91,000 |
1.280 Ask Size: 91,000 |
MERCEDES-BENZ GROUP ... |
75.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
7/11/2023 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-5.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.15 |
Intrinsic value: |
1.15 |
Implied volatility: |
0.27 |
Historic volatility: |
0.20 |
Parity: |
1.15 |
Time value: |
0.02 |
Break-even: |
63.30 |
Moneyness: |
1.18 |
Premium: |
0.00 |
Premium p.a.: |
0.01 |
Spread abs.: |
0.03 |
Spread %: |
2.63% |
Delta: |
-0.78 |
Theta: |
0.00 |
Omega: |
-4.26 |
Rho: |
-0.25 |
Quote data
Open: |
1.160 |
High: |
1.160 |
Low: |
1.150 |
Previous Close: |
1.120 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+6.48% |
1 Month |
|
|
+11.65% |
3 Months |
|
|
+40.24% |
YTD |
|
|
-30.30% |
1 Year |
|
|
+7.48% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.160 |
1.080 |
1M High / 1M Low: |
1.200 |
0.950 |
6M High / 6M Low: |
1.910 |
0.640 |
High (YTD): |
1/22/2024 |
1.950 |
Low (YTD): |
4/8/2024 |
0.640 |
52W High: |
10/31/2023 |
2.240 |
52W Low: |
4/8/2024 |
0.640 |
Avg. price 1W: |
|
1.118 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.083 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.007 |
Avg. volume 6M: |
|
62.992 |
Avg. price 1Y: |
|
1.296 |
Avg. volume 1Y: |
|
31.250 |
Volatility 1M: |
|
116.84% |
Volatility 6M: |
|
99.57% |
Volatility 1Y: |
|
83.77% |
Volatility 3Y: |
|
- |