BVT Call 130 UPS 20.12.2024
/ DE000VC0QWH5
BVT Call 130 UPS 20.12.2024/ DE000VC0QWH5 /
| 16/10/2024 13:40:49 |
Chg.-0.040 |
Bid14:57:52 |
Ask14:57:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
-4.40% |
0.860
Bid Size: 16,000 |
0.890
Ask Size: 16,000 |
United Parcel Servic... |
130.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VC0QWH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
United Parcel Service |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
25/07/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
0.35 |
| Time value: |
0.49 |
| Break-even: |
127.85 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
1.20% |
| Delta: |
0.63 |
| Theta: |
-0.05 |
| Omega: |
9.25 |
| Rho: |
0.12 |
Quote data
| Open: |
0.860 |
| High: |
0.870 |
| Low: |
0.860 |
| Previous Close: |
0.910 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.35% |
| 1 Month |
|
|
+35.94% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.840 |
| 1M High / 1M Low: |
1.080 |
0.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.872 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.793 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
