BVT Call 520 UNH 24.05.2024
/ DE000VD5VK84
BVT Call 520 UNH 24.05.2024/ DE000VD5VK84 /
| 2024-05-23 8:41:23 AM |
Chg.-0.180 |
Bid9:44:18 PM |
Ask9:44:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
-29.03% |
0.171
Bid Size: 14,000 |
0.186
Ask Size: 14,000 |
UnitedHealth Group I... |
520.00 USD |
2024-05-24 |
Call |
Master data
| WKN: |
VD5VK8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UnitedHealth Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
520.00 USD |
| Maturity: |
2024-05-24 |
| Issue date: |
2024-05-09 |
| Last trading day: |
2024-05-24 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
104.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.20 |
| Parity: |
0.12 |
| Time value: |
0.34 |
| Break-even: |
484.96 |
| Moneyness: |
1.00 |
| Premium: |
0.01 |
| Premium p.a.: |
11.58 |
| Spread abs.: |
0.02 |
| Spread %: |
4.55% |
| Delta: |
0.56 |
| Theta: |
-1.97 |
| Omega: |
58.27 |
| Rho: |
0.01 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.440 |
| Previous Close: |
0.620 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.52% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.380 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.596 |
| 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: |
|
- |
