BVT Put 125 UPS 20.09.2024
/ DE000VM9HHS1
BVT Put 125 UPS 20.09.2024/ DE000VM9HHS1 /
2024-05-31 7:50:58 PM |
Chg.-0.040 |
Bid9:55:15 PM |
Ask9:55:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.290EUR |
-12.12% |
- Bid Size: - |
- Ask Size: - |
United Parcel Servic... |
125.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
VM9HHS |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
United Parcel Service |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
125.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-02-01 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-45.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.21 |
Parity: |
-1.28 |
Time value: |
0.28 |
Break-even: |
112.42 |
Moneyness: |
0.90 |
Premium: |
0.12 |
Premium p.a.: |
0.46 |
Spread abs.: |
0.01 |
Spread %: |
3.70% |
Delta: |
-0.21 |
Theta: |
-0.02 |
Omega: |
-9.80 |
Rho: |
-0.09 |
Quote data
Open: |
0.320 |
High: |
0.320 |
Low: |
0.290 |
Previous Close: |
0.330 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+3.57% |
1 Month |
|
|
+20.83% |
3 Months |
|
|
-17.14% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.350 |
0.250 |
1M High / 1M Low: |
0.350 |
0.132 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.306 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.214 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
212.19% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |