BVT Put 76 MBG 20.09.2024
/ DE000VD04470
BVT Put 76 MBG 20.09.2024/ DE000VD04470 /
7/4/2024 7:53:52 PM |
Chg.-0.040 |
Bid8:37:37 PM |
Ask8:37:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.010EUR |
-3.81% |
- Bid Size: - |
- Ask Size: - |
MERCEDES-BENZ GROUP ... |
76.00 EUR |
9/20/2024 |
Put |
Master data
WKN: |
VD0447 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
MERCEDES-BENZ GROUP AG NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
76.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
2/29/2024 |
Last trading day: |
9/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-5.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.07 |
Intrinsic value: |
1.07 |
Implied volatility: |
0.32 |
Historic volatility: |
0.20 |
Parity: |
1.07 |
Time value: |
0.03 |
Break-even: |
65.00 |
Moneyness: |
1.16 |
Premium: |
0.00 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.03 |
Spread %: |
2.80% |
Delta: |
-0.82 |
Theta: |
-0.01 |
Omega: |
-4.85 |
Rho: |
-0.14 |
Quote data
Open: |
0.980 |
High: |
1.040 |
Low: |
0.980 |
Previous Close: |
1.050 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-19.20% |
1 Month |
|
|
-3.81% |
3 Months |
|
|
+48.53% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.250 |
1.050 |
1M High / 1M Low: |
1.260 |
1.030 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.136 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.145 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
80.23% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |