BVT Call 400 HUM 20.09.2024
/ DE000VM8XND0
BVT Call 400 HUM 20.09.2024/ DE000VM8XND0 /
| 31/05/2024 08:55:45 |
Chg.+0.150 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
+18.99% |
-
Bid Size: - |
-
Ask Size: - |
Humana Inc |
400.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM8XND |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Humana Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
23/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
33.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.30 |
| Parity: |
-4.86 |
| Time value: |
0.97 |
| Break-even: |
378.99 |
| Moneyness: |
0.87 |
| Premium: |
0.18 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.04 |
| Spread %: |
4.30% |
| Delta: |
0.28 |
| Theta: |
-0.10 |
| Omega: |
9.28 |
| Rho: |
0.25 |
Quote data
| Open: |
0.940 |
| High: |
0.940 |
| Low: |
0.940 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.93% |
| 1 Month |
|
|
+168.57% |
| 3 Months |
|
|
-48.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.790 |
| 1M High / 1M Low: |
1.200 |
0.500 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.884 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.872 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
194.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
