BVT Put 390 HUM 21.06.2024
/ DE000VU9BFR0
BVT Put 390 HUM 21.06.2024/ DE000VU9BFR0 /
| 2024-06-12 8:04:36 PM |
Chg.+0.090 |
Bid8:31:17 AM |
Ask8:31:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.720EUR |
+2.48% |
3.520
Bid Size: 2,000 |
3.690
Ask Size: 2,000 |
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: |
-9.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.48 |
| Intrinsic value: |
3.48 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.30 |
| Parity: |
3.48 |
| Time value: |
0.06 |
| Break-even: |
325.28 |
| Moneyness: |
1.11 |
| Premium: |
0.00 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.04 |
| Spread %: |
1.14% |
| Delta: |
-0.91 |
| Theta: |
-0.20 |
| Omega: |
-8.42 |
| Rho: |
-0.07 |
Quote data
| Open: |
3.530 |
| High: |
3.780 |
| Low: |
3.530 |
| Previous Close: |
3.630 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.53% |
| 1 Month |
|
|
-22.01% |
| 3 Months |
|
|
-20.34% |
| YTD |
|
|
+241.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.840 |
3.220 |
| 1M High / 1M Low: |
4.770 |
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: |
|
3.584 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.599 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.920 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.87% |
| Volatility 6M: |
|
273.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
