BVT Call 165 UPS 20.09.2024
/ DE000VM7SB48
BVT Call 165 UPS 20.09.2024/ DE000VM7SB48 /
7/5/2024 8:23:39 AM |
Chg.0.000 |
Bid10:00:04 PM |
Ask10:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.049EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
United Parcel Servic... |
165.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
VM7SB4 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
United Parcel Service |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
165.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
1/3/2024 |
Last trading day: |
9/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
199.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.21 |
Parity: |
-2.64 |
Time value: |
0.06 |
Break-even: |
152.85 |
Moneyness: |
0.83 |
Premium: |
0.22 |
Premium p.a.: |
1.55 |
Spread abs.: |
0.01 |
Spread %: |
18.87% |
Delta: |
0.09 |
Theta: |
-0.02 |
Omega: |
17.62 |
Rho: |
0.02 |
Quote data
Open: |
0.049 |
High: |
0.049 |
Low: |
0.049 |
Previous Close: |
0.049 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.00% |
1 Month |
|
|
-35.53% |
3 Months |
|
|
-90.39% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.058 |
0.043 |
1M High / 1M Low: |
0.076 |
0.041 |
6M High / 6M Low: |
1.270 |
0.041 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.049 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.056 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.447 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
296.63% |
Volatility 6M: |
|
253.55% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |