BVT Put 135 UPS 20.09.2024
/ DE000VM7SBN6
BVT Put 135 UPS 20.09.2024/ DE000VM7SBN6 /
| 09/08/2024 20:01:22 |
Chg.+0.010 |
Bid21:59:44 |
Ask21:59:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.080EUR |
+0.93% |
-
Bid Size: - |
-
Ask Size: - |
United Parcel Servic... |
135.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
VM7SBN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
United Parcel Service |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
135.00 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: |
-11.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
0.81 |
| Time value: |
0.20 |
| Break-even: |
113.58 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
1.00% |
| Delta: |
-0.69 |
| Theta: |
-0.05 |
| Omega: |
-7.86 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.990 |
| High: |
1.080 |
| Low: |
0.980 |
| Previous Close: |
1.070 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.13% |
| 1 Month |
|
|
+58.82% |
| 3 Months |
|
|
+217.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.170 |
1.050 |
| 1M High / 1M Low: |
1.170 |
0.280 |
| 6M High / 6M Low: |
1.170 |
0.280 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.084 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.732 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.571 |
| Avg. volume 6M: |
|
314.961 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
884.63% |
| Volatility 6M: |
|
404.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
