BVT Put 130 UPS 20.09.2024
/ DE000VM7SB71
BVT Put 130 UPS 20.09.2024/ DE000VM7SB71 /
2024-08-30 8:23:45 AM |
Chg.+0.020 |
Bid4:14:33 PM |
Ask4:14:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.400EUR |
+5.26% |
0.370 Bid Size: 44,000 |
0.380 Ask Size: 44,000 |
United Parcel Servic... |
130.00 USD |
2024-09-20 |
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: |
2024-09-20 |
Issue date: |
2024-01-03 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-27.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.40 |
Intrinsic value: |
0.27 |
Implied volatility: |
0.24 |
Historic volatility: |
0.24 |
Parity: |
0.27 |
Time value: |
0.14 |
Break-even: |
113.23 |
Moneyness: |
1.02 |
Premium: |
0.01 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.01 |
Spread %: |
2.50% |
Delta: |
-0.63 |
Theta: |
-0.05 |
Omega: |
-17.71 |
Rho: |
-0.04 |
Quote data
Open: |
0.400 |
High: |
0.400 |
Low: |
0.400 |
Previous Close: |
0.380 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.09% |
1 Month |
|
|
-25.93% |
3 Months |
|
|
-27.27% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.440 |
0.300 |
1M High / 1M Low: |
0.910 |
0.300 |
6M High / 6M Low: |
0.910 |
0.191 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.364 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.518 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.406 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
252.68% |
Volatility 6M: |
|
374.31% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |