BVT Call 155 UPS 20.12.2024
/ DE000VD21PC5
BVT Call 155 UPS 20.12.2024/ DE000VD21PC5 /
| 16/10/2024 08:49:00 |
Chg.-0.012 |
Bid11:58:50 |
Ask11:58:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.095EUR |
-11.21% |
0.100
Bid Size: 13,000 |
0.110
Ask Size: 13,000 |
United Parcel Servic... |
155.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
28/03/2024 |
| Last trading day: |
20/12/2024 |
| 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: |
0.095 |
| High: |
0.095 |
| Low: |
0.095 |
| Previous Close: |
0.107 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.15% |
| 1 Month |
|
|
+35.71% |
| 3 Months |
|
|
-83.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.122 |
0.093 |
| 1M High / 1M Low: |
0.172 |
0.067 |
| 6M High / 6M Low: |
0.960 |
0.067 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.106 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.102 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.354 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
293.21% |
| Volatility 6M: |
|
232.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
