BVT Put 155 UPS 20.09.2024
/ DE000VM7SB22
BVT Put 155 UPS 20.09.2024/ DE000VM7SB22 /
| 8/9/2024 8:01:23 PM |
Chg.+0.020 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.860EUR |
+0.70% |
-
Bid Size: - |
-
Ask Size: - |
United Parcel Servic... |
155.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
VM7SB2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
United Parcel Service |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
155.00 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: |
-4.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.64 |
| Intrinsic value: |
2.64 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.24 |
| Parity: |
2.64 |
| Time value: |
0.13 |
| Break-even: |
114.31 |
| Moneyness: |
1.23 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.36% |
| Delta: |
-0.83 |
| Theta: |
-0.06 |
| Omega: |
-3.45 |
| Rho: |
-0.14 |
Quote data
| Open: |
2.750 |
| High: |
2.860 |
| Low: |
2.740 |
| Previous Close: |
2.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.16% |
| 1 Month |
|
|
+38.84% |
| 3 Months |
|
|
+140.34% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.940 |
2.620 |
| 1M High / 1M Low: |
2.940 |
1.110 |
| 6M High / 6M Low: |
2.940 |
0.950 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.792 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.137 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.582 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
455.72% |
| Volatility 6M: |
|
232.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
