BVT Put 110 UPS 21.03.2025
/ DE000VD9EUT0
BVT Put 110 UPS 21.03.2025/ DE000VD9EUT0 /
| 2024-10-16 8:54:56 AM |
Chg.+0.010 |
Bid9:10:29 AM |
Ask9:10:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
+3.85% |
0.270
Bid Size: 13,000 |
0.280
Ask Size: 13,000 |
United Parcel Servic... |
110.00 USD |
2025-03-21 |
Put |
Master data
| WKN: |
VD9EUT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
United Parcel Service |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-07-08 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-43.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
-2.19 |
| Time value: |
0.28 |
| Break-even: |
98.27 |
| Moneyness: |
0.82 |
| Premium: |
0.20 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.01 |
| Spread %: |
3.70% |
| Delta: |
-0.16 |
| Theta: |
-0.02 |
| Omega: |
-7.05 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.59% |
| 1 Month |
|
|
-35.71% |
| 3 Months |
|
|
-10.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.260 |
| 1M High / 1M Low: |
0.420 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.293 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.333 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
