BVT Put 120 UPS 20.12.2024
/ DE000VD21PD3
BVT Put 120 UPS 20.12.2024/ DE000VD21PD3 /
10/15/2024 7:55:04 PM |
Chg.-0.009 |
Bid8:12:35 AM |
Ask8:12:35 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.220EUR |
-3.93% |
0.240 Bid Size: 10,000 |
0.260 Ask Size: 10,000 |
United Parcel Servic... |
120.00 - |
12/20/2024 |
Put |
Master data
WKN: |
VD21PD |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
United Parcel Service |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
120.00 - |
Maturity: |
12/20/2024 |
Issue date: |
3/28/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-51.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.32 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.24 |
Parity: |
-0.34 |
Time value: |
0.24 |
Break-even: |
117.62 |
Moneyness: |
0.97 |
Premium: |
0.05 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.01 |
Spread %: |
4.39% |
Delta: |
-0.33 |
Theta: |
-0.02 |
Omega: |
-17.14 |
Rho: |
-0.08 |
Quote data
Open: |
0.223 |
High: |
0.227 |
Low: |
0.207 |
Previous Close: |
0.229 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-21.43% |
1 Month |
|
|
-46.34% |
3 Months |
|
|
-8.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.280 |
0.220 |
1M High / 1M Low: |
0.410 |
0.220 |
6M High / 6M Low: |
0.670 |
0.220 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.252 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.311 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.394 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
203.63% |
Volatility 6M: |
|
255.22% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |