BVT Put 155 UPS 20.09.2024
/ DE000VM7SB22
BVT Put 155 UPS 20.09.2024/ DE000VM7SB22 /
| 2024-07-12 8:22:51 AM |
Chg.-0.22 |
Bid9:03:58 PM |
Ask9:03:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.75EUR |
-11.17% |
1.43
Bid Size: 29,000 |
1.44
Ask Size: 29,000 |
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: |
-7.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.54 |
| Intrinsic value: |
1.54 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.21 |
| Parity: |
1.54 |
| Time value: |
0.23 |
| Break-even: |
124.84 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.57% |
| Delta: |
-0.72 |
| Theta: |
-0.04 |
| Omega: |
-5.18 |
| Rho: |
-0.21 |
Quote data
| Open: |
1.75 |
| High: |
1.75 |
| Low: |
1.75 |
| Previous Close: |
1.97 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.79% |
| 1 Month |
|
|
-1.69% |
| 3 Months |
|
|
+35.66% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.08 |
1.93 |
| 1M High / 1M Low: |
2.08 |
1.70 |
| 6M High / 6M Low: |
2.10 |
0.81 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.46 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.07% |
| Volatility 6M: |
|
159.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
