BVT Put 115 UPS 20.12.2024
/ DE000VD21N67
BVT Put 115 UPS 20.12.2024/ DE000VD21N67 /
| 8/16/2024 8:49:12 AM |
Chg.-0.050 |
Bid4:31:23 PM |
Ask4:31:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
-13.51% |
0.320
Bid Size: 54,000 |
0.330
Ask Size: 54,000 |
United Parcel Servic... |
115.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
3/28/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-35.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.24 |
| Parity: |
-0.22 |
| Time value: |
0.33 |
| Break-even: |
111.70 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
3.13% |
| Delta: |
-0.36 |
| Theta: |
-0.01 |
| Omega: |
-12.96 |
| Rho: |
-0.16 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.320 |
| Previous Close: |
0.370 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.89% |
| 1 Month |
|
|
+57.64% |
| 3 Months |
|
|
+68.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.370 |
| 1M High / 1M Low: |
0.560 |
0.175 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.416 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.357 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
471.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
