BVT Put 390 HUM 21.06.2024
/ DE000VU9BFR0
BVT Put 390 HUM 21.06.2024/ DE000VU9BFR0 /
| 2024-06-06 5:01:19 PM |
Chg.-0.290 |
Bid6:05:45 PM |
Ask6:05:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.540EUR |
-10.25% |
2.900
Bid Size: 14,000 |
2.940
Ask Size: 14,000 |
Humana Inc |
390.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VU9BFR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Humana Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
390.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-04 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.71 |
| Intrinsic value: |
2.67 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.29 |
| Parity: |
2.67 |
| Time value: |
0.12 |
| Break-even: |
330.76 |
| Moneyness: |
1.08 |
| Premium: |
0.00 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.04 |
| Spread %: |
1.45% |
| Delta: |
-0.85 |
| Theta: |
-0.15 |
| Omega: |
-10.11 |
| Rho: |
-0.13 |
Quote data
| Open: |
2.790 |
| High: |
2.790 |
| Low: |
2.540 |
| Previous Close: |
2.830 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.17% |
| 1 Month |
|
|
-61.34% |
| 3 Months |
|
|
-49.60% |
| YTD |
|
|
+133.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.690 |
2.650 |
| 1M High / 1M Low: |
6.570 |
2.650 |
| 6M High / 6M Low: |
8.080 |
0.900 |
| High (YTD): |
2024-04-29 |
8.080 |
| Low (YTD): |
2024-01-09 |
0.900 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.072 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.090 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.820 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.40% |
| Volatility 6M: |
|
276.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
