BVT Put 160 UPS 20.09.2024
/ DE000VM76HM6
BVT Put 160 UPS 20.09.2024/ DE000VM76HM6 /
| 2024-07-26 8:12:35 AM |
Chg.+0.07 |
Bid8:14:13 AM |
Ask8:14:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.10EUR |
+2.31% |
3.11
Bid Size: 5,000 |
3.21
Ask Size: 5,000 |
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: |
-3.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.90 |
| Intrinsic value: |
2.90 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.24 |
| Parity: |
2.90 |
| Time value: |
0.14 |
| Break-even: |
117.23 |
| Moneyness: |
1.24 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.33% |
| Delta: |
-0.82 |
| Theta: |
-0.04 |
| Omega: |
-3.20 |
| Rho: |
-0.20 |
Quote data
| Open: |
3.10 |
| High: |
3.10 |
| Low: |
3.10 |
| Previous Close: |
3.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+86.75% |
| 1 Month |
|
|
+37.17% |
| 3 Months |
|
|
+93.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.16 |
1.62 |
| 1M High / 1M Low: |
3.16 |
1.45 |
| 6M High / 6M Low: |
3.16 |
1.00 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.82 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
351.61% |
| Volatility 6M: |
|
203.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
