BVT Put 160 UPS 20.09.2024
/ DE000VM76HM6
BVT Put 160 UPS 20.09.2024/ DE000VM76HM6 /
2024-08-28 8:01:17 PM |
Chg.+0.100 |
Bid9:58:52 PM |
Ask9:58:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.000EUR |
+3.45% |
- Bid Size: - |
- Ask Size: - |
United Parcel Servic... |
160.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
VM76HM |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
United Parcel Service |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
160.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-09 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.87 |
Intrinsic value: |
2.87 |
Implied volatility: |
0.60 |
Historic volatility: |
0.23 |
Parity: |
2.87 |
Time value: |
0.03 |
Break-even: |
114.15 |
Moneyness: |
1.25 |
Premium: |
0.00 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.01 |
Spread %: |
0.35% |
Delta: |
-0.92 |
Theta: |
-0.04 |
Omega: |
-3.62 |
Rho: |
-0.08 |
Quote data
Open: |
2.880 |
High: |
3.000 |
Low: |
2.870 |
Previous Close: |
2.900 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
-1.96% |
1 Month |
|
|
-0.66% |
3 Months |
|
|
+26.58% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.060 |
2.800 |
1M High / 1M Low: |
3.400 |
2.800 |
6M High / 6M Low: |
3.400 |
1.160 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.928 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.057 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.072 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
60.17% |
Volatility 6M: |
|
199.64% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |