BVT Put 105 UPS 20.06.2025
/ DE000VD9ET74
BVT Put 105 UPS 20.06.2025/ DE000VD9ET74 /
10/16/2024 1:51:42 PM |
Chg.+0.010 |
Bid2:57:52 PM |
Ask2:57:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.330EUR |
+3.13% |
0.330 Bid Size: 21,000 |
0.340 Ask Size: 21,000 |
United Parcel Servic... |
105.00 USD |
6/20/2025 |
Put |
Master data
WKN: |
VD9ET7 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
United Parcel Service |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
105.00 USD |
Maturity: |
6/20/2025 |
Issue date: |
7/8/2024 |
Last trading day: |
6/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-35.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.24 |
Parity: |
-2.65 |
Time value: |
0.35 |
Break-even: |
92.98 |
Moneyness: |
0.78 |
Premium: |
0.24 |
Premium p.a.: |
0.38 |
Spread abs.: |
0.01 |
Spread %: |
2.94% |
Delta: |
-0.15 |
Theta: |
-0.02 |
Omega: |
-5.42 |
Rho: |
-0.15 |
Quote data
Open: |
0.330 |
High: |
0.330 |
Low: |
0.330 |
Previous Close: |
0.320 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-10.81% |
1 Month |
|
|
-26.67% |
3 Months |
|
|
+3.13% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.370 |
0.320 |
1M High / 1M Low: |
0.450 |
0.320 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.346 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.390 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
115.79% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |