BVT Call 125 UPS 20.12.2024
/ DE000VC0QWL7
BVT Call 125 UPS 20.12.2024/ DE000VC0QWL7 /
| 10/16/2024 8:49:05 AM |
Chg.-0.07 |
Bid3:54:42 PM |
Ask3:54:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.14EUR |
-5.79% |
1.28
Bid Size: 34,000 |
1.29
Ask Size: 34,000 |
United Parcel Servic... |
125.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VC0QWL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
United Parcel Service |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
7/25/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
0.81 |
| Time value: |
0.35 |
| Break-even: |
126.46 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
0.87% |
| Delta: |
0.73 |
| Theta: |
-0.05 |
| Omega: |
7.77 |
| Rho: |
0.14 |
Quote data
| Open: |
1.14 |
| High: |
1.14 |
| Low: |
1.14 |
| Previous Close: |
1.21 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.68% |
| 1 Month |
|
|
+35.71% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.23 |
1.03 |
| 1M High / 1M Low: |
1.38 |
0.84 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
