BVT Call 480 UNH 31.05.2024
/ DE000VD5NS94
BVT Call 480 UNH 31.05.2024/ DE000VD5NS94 /
| 2024-05-27 5:04:46 PM |
Chg.-0.490 |
Bid5:29:28 PM |
Ask5:29:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.520EUR |
-16.28% |
-
Bid Size: - |
-
Ask Size: - |
UnitedHealth Group I... |
480.00 USD |
2024-05-31 |
Call |
Master data
| WKN: |
VD5NS9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UnitedHealth Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 USD |
| Maturity: |
2024-05-31 |
| Issue date: |
2024-05-07 |
| Last trading day: |
2024-05-31 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.62 |
| Intrinsic value: |
2.60 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.20 |
| Parity: |
2.60 |
| Time value: |
0.11 |
| Break-even: |
469.64 |
| Moneyness: |
1.06 |
| Premium: |
0.00 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.02 |
| Spread %: |
0.74% |
| Delta: |
0.91 |
| Theta: |
-0.48 |
| Omega: |
15.65 |
| Rho: |
0.04 |
Quote data
| Open: |
2.600 |
| High: |
2.600 |
| Low: |
2.490 |
| Previous Close: |
3.010 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.16% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.040 |
3.010 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.646 |
| Avg. volume 1W: |
|
0.000 |
| 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: |
|
- |
