BVT Call 540 HUM 20.09.2024
/ DE000VM3MQP1
BVT Call 540 HUM 20.09.2024/ DE000VM3MQP1 /
| 2024-05-31 7:50:29 PM |
Chg.+0.015 |
Bid9:58:17 PM |
Ask9:58:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.146EUR |
+11.45% |
-
Bid Size: - |
-
Ask Size: - |
Humana Inc |
540.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM3MQP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Humana Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
540.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
213.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.30 |
| Parity: |
-17.78 |
| Time value: |
0.15 |
| Break-even: |
500.05 |
| Moneyness: |
0.64 |
| Premium: |
0.56 |
| Premium p.a.: |
3.25 |
| Spread abs.: |
0.03 |
| Spread %: |
28.21% |
| Delta: |
0.05 |
| Theta: |
-0.04 |
| Omega: |
10.73 |
| Rho: |
0.04 |
Quote data
| Open: |
0.115 |
| High: |
0.146 |
| Low: |
0.113 |
| Previous Close: |
0.131 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.61% |
| 1 Month |
|
|
+14.06% |
| 3 Months |
|
|
-27.00% |
| YTD |
|
|
-91.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.146 |
0.111 |
| 1M High / 1M Low: |
0.153 |
0.082 |
| 6M High / 6M Low: |
3.320 |
0.017 |
| High (YTD): |
2024-01-02 |
2.160 |
| Low (YTD): |
2024-04-05 |
0.017 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.127 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.120 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.642 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
226.65% |
| Volatility 6M: |
|
372.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
