BVT Call 175 UPS 20.12.2024/  DE000VD21N34  /

EUWAX
2024-07-26  8:47:58 AM Chg.-0.008 Bid10:00:02 PM Ask10:00:02 PM Underlying Strike price Expiration date Option type
0.035EUR -18.60% -
Bid Size: -
-
Ask Size: -
United Parcel Servic... 175.00 USD 2024-12-20 Call
 

Master data

WKN: VD21N3
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: United Parcel Service
Type: Warrant
Option type: Call
Strike price: 175.00 USD
Maturity: 2024-12-20
Issue date: 2024-03-28
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 257.99
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.24
Parity: -4.25
Time value: 0.05
Break-even: 161.66
Moneyness: 0.74
Premium: 0.36
Premium p.a.: 1.17
Spread abs.: 0.01
Spread %: 27.78%
Delta: 0.06
Theta: -0.01
Omega: 14.41
Rho: 0.02
 

Quote data

Open: 0.035
High: 0.035
Low: 0.035
Previous Close: 0.043
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -81.77%
1 Month
  -62.77%
3 Months
  -89.39%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.199 0.035
1M High / 1M Low: 0.240 0.035
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.101
Avg. volume 1W:   0.000
Avg. price 1M:   0.122
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   379.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -