BVT Call 520 UNH 31.05.2024
/ DE000VD5VMY9
BVT Call 520 UNH 31.05.2024/ DE000VD5VMY9 /
| 2024-05-24 8:01:55 PM |
Chg.-0.175 |
Bid8:46:45 AM |
Ask8:46:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.215EUR |
-44.87% |
0.155
Bid Size: 10,000 |
0.170
Ask Size: 10,000 |
UnitedHealth Group I... |
520.00 USD |
2024-05-31 |
Call |
Master data
| WKN: |
VD5VMY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UnitedHealth Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
520.00 USD |
| Maturity: |
2024-05-31 |
| Issue date: |
2024-05-09 |
| Last trading day: |
2024-05-31 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
302.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
-1.09 |
| Time value: |
0.16 |
| Break-even: |
480.97 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
9.96 |
| Spread abs.: |
0.02 |
| Spread %: |
10.71% |
| Delta: |
0.21 |
| Theta: |
-0.48 |
| Omega: |
64.17 |
| Rho: |
0.01 |
Quote data
| Open: |
0.430 |
| High: |
0.450 |
| Low: |
0.215 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-67.91% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.215 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.557 |
| 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: |
|
- |
