BVT Call 135 UPS 20.12.2024
/ DE000VD60V36
BVT Call 135 UPS 20.12.2024/ DE000VD60V36 /
| 08/11/2024 13:54:18 |
Chg.-0.020 |
Bid15:25:04 |
Ask15:25:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
-6.06% |
0.310
Bid Size: 2,100 |
0.350
Ask Size: 2,100 |
United Parcel Servic... |
135.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD60V3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
United Parcel Service |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
30/05/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
40.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.24 |
| Parity: |
-0.08 |
| Time value: |
0.31 |
| Break-even: |
128.15 |
| Moneyness: |
0.99 |
| Premium: |
0.03 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.01 |
| Spread %: |
3.33% |
| Delta: |
0.50 |
| Theta: |
-0.04 |
| Omega: |
19.91 |
| Rho: |
0.07 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.310 |
| Previous Close: |
0.330 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.89% |
| 1 Month |
|
|
-38.00% |
| 3 Months |
|
|
-27.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.300 |
| 1M High / 1M Low: |
0.680 |
0.300 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.318 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.495 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
