BVT Put 150 UPS 20.09.2024
/ DE000VM7SCD5
BVT Put 150 UPS 20.09.2024/ DE000VM7SCD5 /
| 2024-07-26 8:23:56 AM |
Chg.+0.07 |
Bid2024-07-26 |
Ask2024-07-26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.20EUR |
+3.29% |
2.20
Bid Size: 5,000 |
2.30
Ask Size: 5,000 |
United Parcel Servic... |
150.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM7SCD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
United Parcel Service |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-03 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.98 |
| Intrinsic value: |
1.98 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.24 |
| Parity: |
1.98 |
| Time value: |
0.16 |
| Break-even: |
117.00 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.47% |
| Delta: |
-0.78 |
| Theta: |
-0.04 |
| Omega: |
-4.33 |
| Rho: |
-0.18 |
Quote data
| Open: |
2.20 |
| High: |
2.20 |
| Low: |
2.20 |
| Previous Close: |
2.13 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+126.80% |
| 1 Month |
|
|
+51.72% |
| 3 Months |
|
|
+117.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.25 |
0.93 |
| 1M High / 1M Low: |
2.25 |
0.81 |
| 6M High / 6M Low: |
2.25 |
0.65 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.19 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
517.76% |
| Volatility 6M: |
|
262.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
