BVT Call 760 UNH 17.01.2025/  DE000VU50PZ9  /

Frankfurt Zert./VONT
2024-04-16  8:02:40 PM Chg.+0.010 Bid9:59:42 PM Ask9:59:42 PM Underlying Strike price Expiration date Option type
0.051EUR +24.39% -
Bid Size: -
-
Ask Size: -
UnitedHealth Group I... 760.00 USD 2025-01-17 Call
 

Master data

WKN: VU50PZ
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: UnitedHealth Group Inc
Type: Warrant
Option type: Call
Strike price: 760.00 USD
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 815.40
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.20
Parity: -24.39
Time value: 0.06
Break-even: 701.12
Moneyness: 0.65
Premium: 0.54
Premium p.a.: 0.97
Spread abs.: 0.00
Spread %: 1.82%
Delta: 0.02
Theta: -0.01
Omega: 15.59
Rho: 0.05
 

Quote data

Open: 0.039
High: 0.075
Low: 0.039
Previous Close: 0.041
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -35.44%
YTD
  -77.83%
1 Year
  -84.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: 0.340 0.039
High (YTD): 2024-01-04 0.340
Low (YTD): 2024-04-04 0.039
52W High: 2023-08-02 0.580
52W Low: 2024-04-04 0.039
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   0.136
Avg. volume 6M:   0.000
Avg. price 1Y:   0.223
Avg. volume 1Y:   0.000
Volatility 1M:   -
Volatility 6M:   287.87%
Volatility 1Y:   210.78%
Volatility 3Y:   -