BVT Put 130 UPS 20.09.2024
/ DE000VM7SB71
BVT Put 130 UPS 20.09.2024/ DE000VM7SB71 /
| 2024-07-26 8:23:51 AM |
Chg.+0.040 |
Bid2024-07-26 |
Ask2024-07-26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
+6.90% |
0.620
Bid Size: 7,000 |
0.680
Ask Size: 7,000 |
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: |
-17.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
0.27 |
| Time value: |
0.40 |
| Break-even: |
113.10 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
1.52% |
| Delta: |
-0.53 |
| Theta: |
-0.04 |
| Omega: |
-9.33 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.620 |
| Previous Close: |
0.580 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+158.33% |
| 1 Month |
|
|
+58.97% |
| 3 Months |
|
|
+77.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.212 |
| 1M High / 1M Low: |
0.660 |
0.191 |
| 6M High / 6M Low: |
0.840 |
0.191 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.384 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.375 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.421 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
764.78% |
| Volatility 6M: |
|
365.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
