BVT Put 130 UPS 21.03.2025
/ DE000VD9EU97
BVT Put 130 UPS 21.03.2025/ DE000VD9EU97 /
16/10/2024 08:54:57 |
Chg.+0.040 |
Bid14:46:33 |
Ask14:46:33 |
Underlying |
Strike price |
Expiration date |
Option type |
0.800EUR |
+5.26% |
0.780 Bid Size: 21,000 |
0.800 Ask Size: 21,000 |
United Parcel Servic... |
130.00 USD |
21/03/2025 |
Put |
Master data
WKN: |
VD9EU9 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
United Parcel Service |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
130.00 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: |
-15.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.53 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.24 |
Parity: |
-0.35 |
Time value: |
0.80 |
Break-even: |
111.45 |
Moneyness: |
0.97 |
Premium: |
0.09 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.01 |
Spread %: |
1.27% |
Delta: |
-0.38 |
Theta: |
-0.03 |
Omega: |
-5.84 |
Rho: |
-0.23 |
Quote data
Open: |
0.800 |
High: |
0.800 |
Low: |
0.800 |
Previous Close: |
0.760 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-13.04% |
1 Month |
|
|
-25.93% |
3 Months |
|
|
+11.11% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.920 |
0.760 |
1M High / 1M Low: |
1.080 |
0.740 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.828 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.901 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
105.81% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |