BVT Put 120 UPS 21.03.2025
/ DE000VD9EVN1
BVT Put 120 UPS 21.03.2025/ DE000VD9EVN1 /
| 09/08/2024 19:40:59 |
Chg.-0.030 |
Bid21:48:35 |
Ask21:48:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
-3.33% |
-
Bid Size: - |
-
Ask Size: - |
United Parcel Servic... |
120.00 USD |
21/03/2025 |
Put |
Master data
| WKN: |
VD9EVN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
United Parcel Service |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
08/07/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
-0.57 |
| Time value: |
0.88 |
| Break-even: |
101.14 |
| Moneyness: |
0.95 |
| Premium: |
0.13 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
1.15% |
| Delta: |
-0.34 |
| Theta: |
-0.02 |
| Omega: |
-4.53 |
| Rho: |
-0.30 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.860 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.57% |
| 1 Month |
|
|
+31.82% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.870 |
| 1M High / 1M Low: |
0.920 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.898 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.693 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
383.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
