BVT Put 135 UPS 21.03.2025
/ DE000VD9EVF7
BVT Put 135 UPS 21.03.2025/ DE000VD9EVF7 /
9/13/2024 8:01:57 PM |
Chg.+0.140 |
Bid9:56:59 PM |
Ask9:56:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.400EUR |
+11.11% |
- Bid Size: - |
- Ask Size: - |
United Parcel Servic... |
135.00 USD |
3/21/2025 |
Put |
Master data
WKN: |
VD9EVF |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
United Parcel Service |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
135.00 USD |
Maturity: |
3/21/2025 |
Issue date: |
7/8/2024 |
Last trading day: |
3/21/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-8.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.05 |
Intrinsic value: |
0.70 |
Implied volatility: |
0.33 |
Historic volatility: |
0.23 |
Parity: |
0.70 |
Time value: |
0.66 |
Break-even: |
108.28 |
Moneyness: |
1.06 |
Premium: |
0.06 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.01 |
Spread %: |
0.74% |
Delta: |
-0.52 |
Theta: |
-0.02 |
Omega: |
-4.42 |
Rho: |
-0.38 |
Quote data
Open: |
1.280 |
High: |
1.400 |
Low: |
1.270 |
Previous Close: |
1.260 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+2.19% |
1 Month |
|
|
-6.04% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.400 |
1.250 |
1M High / 1M Low: |
1.490 |
1.210 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.300 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.311 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
100.13% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |