BVT Put 130 UPS 20.09.2024
/ DE000VM7SB71
BVT Put 130 UPS 20.09.2024/ DE000VM7SB71 /
| 09/08/2024 19:45:45 |
Chg.-0.040 |
Bid21:58:31 |
Ask21:58:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
-5.48% |
-
Bid Size: - |
-
Ask Size: - |
United Parcel Servic... |
130.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
03/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
0.35 |
| Time value: |
0.32 |
| Break-even: |
112.40 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
1.52% |
| Delta: |
-0.57 |
| Theta: |
-0.05 |
| Omega: |
-9.86 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.650 |
| High: |
0.700 |
| Low: |
0.640 |
| Previous Close: |
0.730 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.52% |
| 1 Month |
|
|
+43.75% |
| 3 Months |
|
|
+187.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.690 |
| 1M High / 1M Low: |
0.780 |
0.189 |
| 6M High / 6M Low: |
0.780 |
0.189 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.722 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.480 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.417 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
923.10% |
| Volatility 6M: |
|
423.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
