BVT Call 480 UNH 17.05.2024/  DE000VD4P5V8  /

EUWAX
2024-05-10  8:14:17 AM Chg.+0.47 Bid10:00:05 PM Ask10:00:05 PM Underlying Strike price Expiration date Option type
2.71EUR +20.98% -
Bid Size: -
-
Ask Size: -
UnitedHealth Group I... 480.00 USD 2024-05-17 Call
 

Master data

WKN: VD4P5V
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: UnitedHealth Group Inc
Type: Warrant
Option type: Call
Strike price: 480.00 USD
Maturity: 2024-05-17
Issue date: 2024-04-23
Last trading day: 2024-05-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.07
Leverage: Yes

Calculated values

Fair value: 3.08
Intrinsic value: 3.05
Implied volatility: 0.38
Historic volatility: 0.20
Parity: 3.05
Time value: 0.11
Break-even: 477.21
Moneyness: 1.07
Premium: 0.00
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 0.64%
Delta: 0.92
Theta: -0.33
Omega: 13.85
Rho: 0.07
 

Quote data

Open: 2.71
High: 2.71
Low: 2.71
Previous Close: 2.24
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+64.24%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.71 1.57
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.07
Avg. volume 1W:   0.00
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -