BVT Put 360 HUM 20.09.2024
/ DE000VM87N18
BVT Put 360 HUM 20.09.2024/ DE000VM87N18 /
| 2024-06-06 7:41:47 PM |
Chg.+0.200 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.210EUR |
+9.95% |
-
Bid Size: - |
-
Ask Size: - |
Humana Inc |
360.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM87N1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Humana Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
360.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-29 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.87 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.29 |
| Parity: |
-0.09 |
| Time value: |
2.00 |
| Break-even: |
311.07 |
| Moneyness: |
1.00 |
| Premium: |
0.06 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.04 |
| Spread %: |
2.04% |
| Delta: |
-0.43 |
| Theta: |
-0.09 |
| Omega: |
-7.22 |
| Rho: |
-0.48 |
Quote data
| Open: |
1.970 |
| High: |
2.210 |
| Low: |
1.870 |
| Previous Close: |
2.010 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.53% |
| 1 Month |
|
|
-50.67% |
| 3 Months |
|
|
-41.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.470 |
1.960 |
| 1M High / 1M Low: |
4.480 |
1.960 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.178 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.824 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
