BVT Call 320 HUM 20.12.2024
/ DE000VD3LPJ9
BVT Call 320 HUM 20.12.2024/ DE000VD3LPJ9 /
| 6/5/2024 8:49:56 AM |
Chg.-0.19 |
Bid12:14:37 PM |
Ask12:14:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.08EUR |
-3.03% |
6.08
Bid Size: 2,000 |
6.19
Ask Size: 2,000 |
Humana Inc |
320.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD3LPJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Humana Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
4/8/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.38 |
| Intrinsic value: |
3.76 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.29 |
| Parity: |
3.76 |
| Time value: |
2.32 |
| Break-even: |
354.87 |
| Moneyness: |
1.13 |
| Premium: |
0.07 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.04 |
| Spread %: |
0.66% |
| Delta: |
0.74 |
| Theta: |
-0.10 |
| Omega: |
4.02 |
| Rho: |
1.00 |
Quote data
| Open: |
6.08 |
| High: |
6.08 |
| Low: |
6.08 |
| Previous Close: |
6.27 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.83% |
| 1 Month |
|
|
+55.50% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.27 |
4.84 |
| 1M High / 1M Low: |
6.27 |
3.66 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
