BVT Call 480 UNH 10.05.2024
/ DE000VD350F9
BVT Call 480 UNH 10.05.2024/ DE000VD350F9 /
| 2024-05-03 7:51:28 PM |
Chg.-0.070 |
Bid8:14:55 PM |
Ask8:14:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.250EUR |
-5.30% |
1.250
Bid Size: 11,000 |
1.270
Ask Size: 11,000 |
UnitedHealth Group I... |
480.00 USD |
2024-05-10 |
Call |
Master data
| WKN: |
VD350F |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UnitedHealth Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 USD |
| Maturity: |
2024-05-10 |
| Issue date: |
2024-04-16 |
| Last trading day: |
2024-05-10 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
31.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.35 |
| Intrinsic value: |
1.21 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
1.21 |
| Time value: |
0.26 |
| Break-even: |
462.05 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.02 |
| Spread %: |
1.38% |
| Delta: |
0.77 |
| Theta: |
-0.40 |
| Omega: |
24.20 |
| Rho: |
0.07 |
Quote data
| Open: |
1.420 |
| High: |
1.420 |
| Low: |
0.930 |
| Previous Close: |
1.320 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.56% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.910 |
0.990 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.400 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
