BVT Call 160 UPS 20.12.2024
/ DE000VD21PL6
BVT Call 160 UPS 20.12.2024/ DE000VD21PL6 /
| 16/10/2024 10:29:09 |
Chg.-0.007 |
Bid11:38:36 |
Ask11:38:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.059EUR |
-10.61% |
0.058
Bid Size: 13,000 |
0.068
Ask Size: 13,000 |
United Parcel Servic... |
160.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
28/03/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
186.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
-2.41 |
| Time value: |
0.07 |
| Break-even: |
147.68 |
| Moneyness: |
0.84 |
| Premium: |
0.20 |
| Premium p.a.: |
1.80 |
| Spread abs.: |
0.01 |
| Spread %: |
17.86% |
| Delta: |
0.10 |
| Theta: |
-0.02 |
| Omega: |
17.78 |
| Rho: |
0.02 |
Quote data
| Open: |
0.059 |
| High: |
0.059 |
| Low: |
0.059 |
| Previous Close: |
0.066 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.94% |
| 1 Month |
|
|
+15.69% |
| 3 Months |
|
|
-88.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.073 |
0.059 |
| 1M High / 1M Low: |
0.115 |
0.043 |
| 6M High / 6M Low: |
0.710 |
0.037 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.067 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.066 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.262 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
304.01% |
| Volatility 6M: |
|
246.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
