BVT Call 760 UNH 17.01.2025/  DE000VU50PZ9  /

EUWAX
2024-05-31  8:42:01 AM Chg.-0.009 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.031EUR -22.50% -
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: 0.031
High: 0.031
Low: 0.031
Previous Close: 0.040
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -62.20%
1 Month
  -45.61%
3 Months
  -71.56%
YTD
  -86.52%
1 Year
  -90.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.064 0.031
1M High / 1M Low: 0.099 0.031
6M High / 6M Low: 0.540 0.031
High (YTD): 2024-01-04 0.350
Low (YTD): 2024-05-31 0.031
52W High: 2023-10-18 0.810
52W Low: 2024-05-31 0.031
Avg. price 1W:   0.050
Avg. volume 1W:   0.000
Avg. price 1M:   0.069
Avg. volume 1M:   0.000
Avg. price 6M:   0.147
Avg. volume 6M:   0.000
Avg. price 1Y:   0.270
Avg. volume 1Y:   0.000
Volatility 1M:   228.05%
Volatility 6M:   266.09%
Volatility 1Y:   251.93%
Volatility 3Y:   -