BVT Call 140 UPS 21.03.2025
/ DE000VD9EWD0
BVT Call 140 UPS 21.03.2025/ DE000VD9EWD0 /
| 2024-10-15 8:52:17 AM |
Chg.- |
Bid8:20:16 AM |
Ask8:20:16 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
- |
0.660
Bid Size: 8,000 |
0.700
Ask Size: 8,000 |
United Parcel Servic... |
140.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
VD9EWD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
United Parcel Service |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-07-08 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
-0.57 |
| Time value: |
0.67 |
| Break-even: |
135.34 |
| Moneyness: |
0.96 |
| Premium: |
0.10 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
1.52% |
| Delta: |
0.46 |
| Theta: |
-0.03 |
| Omega: |
8.46 |
| Rho: |
0.21 |
Quote data
| Open: |
0.700 |
| High: |
0.700 |
| Low: |
0.700 |
| Previous Close: |
0.710 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.67% |
| 1 Month |
|
|
+40.00% |
| 3 Months |
|
|
-53.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.600 |
| 1M High / 1M Low: |
0.810 |
0.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.665 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.617 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
