BVT Put 145 UPS 20.09.2024
/ DE000VM7SBY3
BVT Put 145 UPS 20.09.2024/ DE000VM7SBY3 /
| 8/9/2024 8:01:48 PM |
Chg.+0.020 |
Bid9:59:43 PM |
Ask9:59:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.950EUR |
+1.04% |
-
Bid Size: - |
-
Ask Size: - |
United Parcel Servic... |
145.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
VM7SBY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
United Parcel Service |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
145.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/3/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.72 |
| Intrinsic value: |
1.72 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.24 |
| Parity: |
1.72 |
| Time value: |
0.14 |
| Break-even: |
114.25 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.54% |
| Delta: |
-0.79 |
| Theta: |
-0.05 |
| Omega: |
-4.92 |
| Rho: |
-0.13 |
Quote data
| Open: |
1.840 |
| High: |
1.950 |
| Low: |
1.830 |
| Previous Close: |
1.930 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.37% |
| 1 Month |
|
|
+52.34% |
| 3 Months |
|
|
+209.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.030 |
1.860 |
| 1M High / 1M Low: |
2.030 |
0.590 |
| 6M High / 6M Low: |
2.030 |
0.550 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.936 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.382 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.003 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
688.87% |
| Volatility 6M: |
|
323.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
