BVT Call 520 UNH 07.06.2024/  DE000VD51TZ5  /

Frankfurt Zert./VONT
2024-05-31  7:51:10 PM Chg.+0.059 Bid9:59:45 PM Ask9:59:45 PM Underlying Strike price Expiration date Option type
0.103EUR +134.09% -
Bid Size: -
-
Ask Size: -
UnitedHealth Group I... 520.00 USD 2024-06-07 Call
 

Master data

WKN: VD51TZ
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: UnitedHealth Group Inc
Type: Warrant
Option type: Call
Strike price: 520.00 USD
Maturity: 2024-06-07
Issue date: 2024-05-14
Last trading day: 2024-06-07
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 439.06
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.20
Parity: -2.27
Time value: 0.10
Break-even: 480.37
Moneyness: 0.95
Premium: 0.05
Premium p.a.: 20.84
Spread abs.: 0.01
Spread %: 15.56%
Delta: 0.12
Theta: -0.31
Omega: 52.03
Rho: 0.01
 

Quote data

Open: 0.037
High: 0.103
Low: 0.033
Previous Close: 0.044
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -77.11%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.044
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.147
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:   -