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BVT Call 560 UNH 21.06.2024/  DE000VU96HA2  /

Frankfurt Zert./VONT
2024-05-23  4:50:09 PM Chg.-0.051 Bid7:52:04 PM Ask7:52:04 PM Underlying Strike price Expiration date Option type
0.156EUR -24.64% 0.146
Bid Size: 17,000		 0.161
Ask Size: 17,000		 UnitedHealth Group I... 560.00 USD 2024-06-21 Call
 

Master data

WKN: VU96HA
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: UnitedHealth Group Inc
Type: Warrant
Option type: Call
Strike price: 560.00 USD
Maturity: 2024-06-21
Issue date: 2023-07-20
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 226.11
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.20
Parity: -3.57
Time value: 0.21
Break-even: 519.44
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 1.59
Spread abs.: 0.02
Spread %: 7.58%
Delta: 0.14
Theta: -0.12
Omega: 32.24
Rho: 0.05
 

Quote data

Open: 0.186
High: 0.192
Low: 0.156
Previous Close: 0.207
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -40.00%
1 Month  
+60.82%
3 Months
  -86.67%
YTD
  -91.38%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.200
1M High / 1M Low: 0.260 0.081
6M High / 6M Low: 3.410 0.068
High (YTD): 2024-01-04 2.650
Low (YTD): 2024-04-11 0.068
52W High: - -
52W Low: - -
Avg. price 1W:   0.224
Avg. volume 1W:   0.000
Avg. price 1M:   0.146
Avg. volume 1M:   0.000
Avg. price 6M:   1.031
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   296.15%
Volatility 6M:   323.43%
Volatility 1Y:   -
Volatility 3Y:   -