BVT Call 380 HUM 21.06.2024
/ DE000VM87N67
BVT Call 380 HUM 21.06.2024/ DE000VM87N67 /
| 2024-05-31 8:03:32 PM |
Chg.+0.040 |
Bid9:59:42 PM |
Ask9:59:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
+12.50% |
-
Bid Size: - |
-
Ask Size: - |
Humana Inc |
380.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM87N6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Humana Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-29 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
91.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.30 |
| Parity: |
-3.01 |
| Time value: |
0.35 |
| Break-even: |
354.33 |
| Moneyness: |
0.91 |
| Premium: |
0.10 |
| Premium p.a.: |
4.65 |
| Spread abs.: |
0.04 |
| Spread %: |
12.90% |
| Delta: |
0.20 |
| Theta: |
-0.22 |
| Omega: |
18.70 |
| Rho: |
0.04 |
Quote data
| Open: |
0.310 |
| High: |
0.380 |
| Low: |
0.300 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.33% |
| 1 Month |
|
|
+151.75% |
| 3 Months |
|
|
-77.07% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.210 |
| 1M High / 1M Low: |
0.550 |
0.174 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.284 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.324 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
372.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
