BVT Call 160 UPS 20.12.2024
/ DE000VD21PL6
BVT Call 160 UPS 20.12.2024/ DE000VD21PL6 /
| 9/13/2024 7:58:45 PM |
Chg.-0.015 |
Bid9:58:00 PM |
Ask9:58:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.037EUR |
-28.85% |
-
Bid Size: - |
-
Ask Size: - |
United Parcel Servic... |
160.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD21PL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
United Parcel Service |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 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: |
216.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
-2.96 |
| Time value: |
0.05 |
| Break-even: |
144.98 |
| Moneyness: |
0.80 |
| Premium: |
0.26 |
| Premium p.a.: |
1.40 |
| Spread abs.: |
0.01 |
| Spread %: |
23.26% |
| Delta: |
0.07 |
| Theta: |
-0.01 |
| Omega: |
16.24 |
| Rho: |
0.02 |
Quote data
| Open: |
0.049 |
| High: |
0.050 |
| Low: |
0.037 |
| Previous Close: |
0.052 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.45% |
| 1 Month |
|
|
-17.78% |
| 3 Months |
|
|
-84.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.057 |
0.037 |
| 1M High / 1M Low: |
0.062 |
0.037 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.050 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.051 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
