BVT Put 135 UPS 20.06.2025
/ DE000VD9EUS2
BVT Put 135 UPS 20.06.2025/ DE000VD9EUS2 /
| 8/9/2024 8:51:41 AM |
Chg.-0.21 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.75EUR |
-10.71% |
-
Bid Size: - |
-
Ask Size: - |
United Parcel Servic... |
135.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
VD9EUS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
United Parcel Service |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
135.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
7/8/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.28 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
0.81 |
| Time value: |
0.96 |
| Break-even: |
105.98 |
| Moneyness: |
1.07 |
| Premium: |
0.08 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.57% |
| Delta: |
-0.48 |
| Theta: |
-0.02 |
| Omega: |
-3.12 |
| Rho: |
-0.63 |
Quote data
| Open: |
1.75 |
| High: |
1.75 |
| Low: |
1.75 |
| Previous Close: |
1.96 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.38% |
| 1 Month |
|
|
+30.60% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.96 |
1.60 |
| 1M High / 1M Low: |
1.96 |
0.99 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
239.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
