BVT Put 160 UPS 20.09.2024
/ DE000VM76HM6
BVT Put 160 UPS 20.09.2024/ DE000VM76HM6 /
| 8/9/2024 8:12:56 AM |
Chg.-0.31 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.23EUR |
-8.76% |
-
Bid Size: - |
-
Ask Size: - |
United Parcel Servic... |
160.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
1/9/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.10 |
| Intrinsic value: |
3.10 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.24 |
| Parity: |
3.10 |
| Time value: |
0.13 |
| Break-even: |
114.29 |
| Moneyness: |
1.27 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.31% |
| Delta: |
-0.84 |
| Theta: |
-0.06 |
| Omega: |
-3.00 |
| Rho: |
-0.15 |
Quote data
| Open: |
3.23 |
| High: |
3.23 |
| Low: |
3.23 |
| Previous Close: |
3.54 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.39% |
| 1 Month |
|
|
+28.69% |
| 3 Months |
|
|
+122.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.54 |
3.16 |
| 1M High / 1M Low: |
3.54 |
1.45 |
| 6M High / 6M Low: |
3.54 |
1.00 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
344.34% |
| Volatility 6M: |
|
198.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
