BVT Put 300 HUM 20.12.2024
/ DE000VD3LMS7
BVT Put 300 HUM 20.12.2024/ DE000VD3LMS7 /
| 2024-06-05 8:49:57 AM |
Chg.-0.02 |
Bid2024-06-05 |
Ask2024-06-05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.04EUR |
-1.89% |
1.04
Bid Size: 3,000 |
1.08
Ask Size: 3,000 |
Humana Inc |
300.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD3LMS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Humana Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-30.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.29 |
| Parity: |
-3.16 |
| Time value: |
1.09 |
| Break-even: |
289.10 |
| Moneyness: |
0.90 |
| Premium: |
0.13 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.04 |
| Spread %: |
3.81% |
| Delta: |
-0.24 |
| Theta: |
-0.04 |
| Omega: |
-7.44 |
| Rho: |
-0.50 |
Quote data
| Open: |
1.04 |
| High: |
1.04 |
| Low: |
1.04 |
| Previous Close: |
1.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.75% |
| 1 Month |
|
|
-49.51% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.45 |
1.06 |
| 1M High / 1M Low: |
2.13 |
1.06 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
