BVT Put 130 UPS 20.09.2024
/ DE000VM7SB71
BVT Put 130 UPS 20.09.2024/ DE000VM7SB71 /
| 9/13/2024 7:48:56 PM |
Chg.+0.160 |
Bid9:57:50 PM |
Ask9:57:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
+66.67% |
-
Bid Size: - |
-
Ask Size: - |
United Parcel Servic... |
130.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
VM7SB7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
United Parcel Service |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/3/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-34.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.23 |
| Parity: |
0.25 |
| Time value: |
0.08 |
| Break-even: |
114.07 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.01 |
| Spread %: |
3.13% |
| Delta: |
-0.69 |
| Theta: |
-0.13 |
| Omega: |
-24.15 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.260 |
| High: |
0.400 |
| Low: |
0.250 |
| Previous Close: |
0.240 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.11% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
-18.37% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.240 |
| 1M High / 1M Low: |
0.600 |
0.240 |
| 6M High / 6M Low: |
0.780 |
0.189 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.288 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.358 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.403 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
381.49% |
| Volatility 6M: |
|
442.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
