BVT Put 390 HUM 21.06.2024
/ DE000VU9BFR0
BVT Put 390 HUM 21.06.2024/ DE000VU9BFR0 /
| 2024-05-31 8:28:32 AM |
Chg.-0.43 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.01EUR |
-9.68% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-10.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.00 |
| Intrinsic value: |
2.94 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.29 |
| Parity: |
2.94 |
| Time value: |
0.20 |
| Break-even: |
328.10 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.04 |
| Spread %: |
1.29% |
| Delta: |
-0.82 |
| Theta: |
-0.16 |
| Omega: |
-8.60 |
| Rho: |
-0.17 |
Quote data
| Open: |
4.01 |
| High: |
4.01 |
| Low: |
4.01 |
| Previous Close: |
4.44 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.01% |
| 1 Month |
|
|
-50.80% |
| 3 Months |
|
|
-8.86% |
| YTD |
|
|
+267.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.44 |
3.76 |
| 1M High / 1M Low: |
7.08 |
3.16 |
| 6M High / 6M Low: |
8.15 |
0.85 |
| High (YTD): |
2024-04-30 |
8.15 |
| Low (YTD): |
2024-01-09 |
0.90 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.76 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.43% |
| Volatility 6M: |
|
229.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
