BVT Put 320 HUM 21.06.2024
/ DE000VM87NZ3
BVT Put 320 HUM 21.06.2024/ DE000VM87NZ3 /
| 2024-06-06 8:57:38 AM |
Chg.+0.002 |
Bid11:20:41 AM |
Ask11:20:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.054EUR |
+3.85% |
0.056
Bid Size: 10,000 |
0.090
Ask Size: 10,000 |
Humana Inc |
320.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM87NZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Humana Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
320.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-29 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-373.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.29 |
| Parity: |
-3.77 |
| Time value: |
0.09 |
| Break-even: |
293.39 |
| Moneyness: |
0.89 |
| Premium: |
0.12 |
| Premium p.a.: |
13.53 |
| Spread abs.: |
0.03 |
| Spread %: |
61.82% |
| Delta: |
-0.07 |
| Theta: |
-0.12 |
| Omega: |
-25.82 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.054 |
| High: |
0.054 |
| Low: |
0.054 |
| Previous Close: |
0.052 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-83.64% |
| 1 Month |
|
|
-95.61% |
| 3 Months |
|
|
-96.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.052 |
| 1M High / 1M Low: |
1.250 |
0.052 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.166 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.436 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
364.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
