BVT Call 155 UPS 20.12.2024
/ DE000VD21PC5
BVT Call 155 UPS 20.12.2024/ DE000VD21PC5 /
| 10/16/2024 1:53:27 PM |
Chg.-0.008 |
Bid4:03:30 PM |
Ask4:03:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.103EUR |
-7.21% |
0.125
Bid Size: 52,000 |
0.135
Ask Size: 52,000 |
United Parcel Servic... |
155.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD21PC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
United Parcel Service |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
3/28/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
115.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
-1.95 |
| Time value: |
0.11 |
| Break-even: |
143.48 |
| Moneyness: |
0.86 |
| Premium: |
0.17 |
| Premium p.a.: |
1.38 |
| Spread abs.: |
0.01 |
| Spread %: |
10.42% |
| Delta: |
0.14 |
| Theta: |
-0.03 |
| Omega: |
16.52 |
| Rho: |
0.03 |
Quote data
| Open: |
0.101 |
| High: |
0.103 |
| Low: |
0.101 |
| Previous Close: |
0.111 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.63% |
| 1 Month |
|
|
+28.75% |
| 3 Months |
|
|
-84.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.119 |
0.101 |
| 1M High / 1M Low: |
0.176 |
0.071 |
| 6M High / 6M Low: |
0.910 |
0.062 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.110 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.105 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.346 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
290.75% |
| Volatility 6M: |
|
231.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
