BVT Put 155 UPS 20.09.2024
/ DE000VM7SB22
BVT Put 155 UPS 20.09.2024/ DE000VM7SB22 /
2024-08-30 8:23:45 AM |
Chg.+0.05 |
Bid6:30:01 PM |
Ask6:30:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.54EUR |
+2.01% |
2.56 Bid Size: 28,000 |
2.57 Ask Size: 28,000 |
United Parcel Servic... |
155.00 USD |
2024-09-20 |
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: |
2024-09-20 |
Issue date: |
2024-01-03 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-4.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.53 |
Intrinsic value: |
2.53 |
Implied volatility: |
0.58 |
Historic volatility: |
0.24 |
Parity: |
2.53 |
Time value: |
0.03 |
Break-even: |
114.29 |
Moneyness: |
1.22 |
Premium: |
0.00 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
0.39% |
Delta: |
-0.91 |
Theta: |
-0.05 |
Omega: |
-4.09 |
Rho: |
-0.07 |
Quote data
Open: |
2.54 |
High: |
2.54 |
Low: |
2.54 |
Previous Close: |
2.49 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-1.93% |
3 Months |
|
|
+20.95% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.54 |
2.33 |
1M High / 1M Low: |
3.08 |
2.33 |
6M High / 6M Low: |
3.08 |
0.81 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.45 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.60 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.70 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
76.51% |
Volatility 6M: |
|
224.70% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |