BVT Call 560 UNH 21.06.2024
/ DE000VU96HA2
BVT Call 560 UNH 21.06.2024/ DE000VU96HA2 /
| 2024-05-23 8:45:58 AM |
Chg.-0.006 |
Bid8:53:08 PM |
Ask8:53:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
-2.91% |
0.157
Bid Size: 17,000 |
0.172
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: |
0.200 |
| High: |
0.200 |
| Low: |
0.200 |
| Previous Close: |
0.206 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.53% |
| 1 Month |
|
|
+49.25% |
| 3 Months |
|
|
-82.30% |
| YTD |
|
|
-88.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.174 |
| 1M High / 1M Low: |
0.270 |
0.087 |
| 6M High / 6M Low: |
3.410 |
0.072 |
| High (YTD): |
2024-01-04 |
2.740 |
| Low (YTD): |
2024-04-12 |
0.072 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.213 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.142 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.034 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
382.83% |
| Volatility 6M: |
|
310.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
