BVT Call 330 HUM 21.06.2024
/ DE000VD3LP67
BVT Call 330 HUM 21.06.2024/ DE000VD3LP67 /
| 2024-05-31 8:48:58 AM |
Chg.+0.38 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.09EUR |
+22.22% |
-
Bid Size: - |
-
Ask Size: - |
Humana Inc |
330.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VD3LP6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Humana Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
330.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.96 |
| Intrinsic value: |
1.60 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.30 |
| Parity: |
1.60 |
| Time value: |
0.53 |
| Break-even: |
325.97 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.04 |
| Spread %: |
1.91% |
| Delta: |
0.74 |
| Theta: |
-0.24 |
| Omega: |
11.18 |
| Rho: |
0.12 |
Quote data
| Open: |
2.09 |
| High: |
2.09 |
| Low: |
2.09 |
| Previous Close: |
1.71 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.69% |
| 1 Month |
|
|
+273.21% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.23 |
1.71 |
| 1M High / 1M Low: |
2.88 |
0.91 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
276.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
