BVT Put 135 UPS 20.12.2024
/ DE000VD21PB7
BVT Put 135 UPS 20.12.2024/ DE000VD21PB7 /
| 2024-07-12 8:47:30 AM |
Chg.-0.110 |
Bid8:50:42 PM |
Ask8:50:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
-11.96% |
0.670
Bid Size: 48,000 |
0.680
Ask Size: 48,000 |
United Parcel Servic... |
135.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD21PB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
United Parcel Service |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
135.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-28 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.21 |
| Parity: |
0.79 |
| Time value: |
0.04 |
| Break-even: |
126.70 |
| Moneyness: |
1.06 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
1.22% |
| Delta: |
-0.66 |
| Theta: |
0.00 |
| Omega: |
-10.15 |
| Rho: |
-0.41 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.810 |
| Previous Close: |
0.920 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.95% |
| 1 Month |
|
|
-2.41% |
| 3 Months |
|
|
+10.96% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.870 |
| 1M High / 1M Low: |
1.010 |
0.780 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.908 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.888 |
| Avg. volume 1M: |
|
13.636 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
