BVT Put 72 MBG 20.09.2024
/ DE000VD060X7
BVT Put 72 MBG 20.09.2024/ DE000VD060X7 /
| 2024-06-04 4:52:52 PM |
Chg.+0.060 |
Bid7:05:55 PM |
Ask7:05:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
+9.38% |
0.690
Bid Size: 11,000 |
0.710
Ask Size: 11,000 |
MERCEDES-BENZ GROUP ... |
72.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
VD060X |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MERCEDES-BENZ GROUP AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
72.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-29 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
0.57 |
| Time value: |
0.09 |
| Break-even: |
65.40 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.03 |
| Spread %: |
4.76% |
| Delta: |
-0.68 |
| Theta: |
-0.01 |
| Omega: |
-6.83 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.680 |
| High: |
0.700 |
| Low: |
0.680 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.38% |
| 1 Month |
|
|
+20.69% |
| 3 Months |
|
|
+22.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.630 |
| 1M High / 1M Low: |
0.710 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.652 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.581 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
