BVT Put 110 UPS 20.06.2025
/ DE000VD9EUA0
BVT Put 110 UPS 20.06.2025/ DE000VD9EUA0 /
| 10/16/2024 8:54:57 AM |
Chg.+0.010 |
Bid9:57:44 AM |
Ask9:57:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
+2.38% |
0.430
Bid Size: 13,000 |
0.440
Ask Size: 13,000 |
United Parcel Servic... |
110.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
VD9EUA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
United Parcel Service |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 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: |
-27.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
-2.19 |
| Time value: |
0.44 |
| Break-even: |
96.67 |
| Moneyness: |
0.82 |
| Premium: |
0.21 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.01 |
| Spread %: |
2.33% |
| Delta: |
-0.19 |
| Theta: |
-0.02 |
| Omega: |
-5.28 |
| Rho: |
-0.19 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.69% |
| 1 Month |
|
|
-27.12% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.420 |
| 1M High / 1M Low: |
0.590 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.455 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.501 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
