BVT Put 115 UPS 20.12.2024
/ DE000VD21N67
BVT Put 115 UPS 20.12.2024/ DE000VD21N67 /
| 17/07/2024 08:48:14 |
Chg.-0.028 |
Bid15:40:22 |
Ask15:40:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.175EUR |
-13.79% |
0.173
Bid Size: 46,000 |
0.183
Ask Size: 46,000 |
United Parcel Servic... |
115.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
VD21N6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
United Parcel Service |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
115.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
28/03/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-74.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.21 |
| Parity: |
-2.01 |
| Time value: |
0.18 |
| Break-even: |
113.19 |
| Moneyness: |
0.85 |
| Premium: |
0.16 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.01 |
| Spread %: |
5.85% |
| Delta: |
-0.14 |
| Theta: |
-0.01 |
| Omega: |
-10.30 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.175 |
| High: |
0.175 |
| Low: |
0.175 |
| Previous Close: |
0.203 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-48.53% |
| 1 Month |
|
|
-45.31% |
| 3 Months |
|
|
-56.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.203 |
| 1M High / 1M Low: |
0.340 |
0.203 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.272 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.296 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
