BVT Put 420 HUM 21.06.2024
/ DE000VU9BEV5
BVT Put 420 HUM 21.06.2024/ DE000VU9BEV5 /
2024-06-06 8:04:07 PM |
Chg.+0.420 |
Bid9:59:52 PM |
Ask9:59:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.930EUR |
+7.62% |
- Bid Size: - |
- Ask Size: - |
Humana Inc |
420.00 USD |
2024-06-21 |
Put |
Master data
WKN: |
VU9BEV |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Humana Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
420.00 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: |
-6.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.43 |
Intrinsic value: |
5.43 |
Implied volatility: |
0.48 |
Historic volatility: |
0.29 |
Parity: |
5.43 |
Time value: |
0.03 |
Break-even: |
331.64 |
Moneyness: |
1.16 |
Premium: |
0.00 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.04 |
Spread %: |
0.74% |
Delta: |
-0.93 |
Theta: |
-0.10 |
Omega: |
-5.67 |
Rho: |
-0.15 |
Quote data
Open: |
5.460 |
High: |
5.930 |
Low: |
5.200 |
Previous Close: |
5.510 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-7.05% |
1 Month |
|
|
-36.58% |
3 Months |
|
|
-19.65% |
YTD |
|
|
+240.80% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.380 |
5.250 |
1M High / 1M Low: |
9.350 |
5.250 |
6M High / 6M Low: |
10.880 |
1.390 |
High (YTD): |
2024-04-29 |
10.880 |
Low (YTD): |
2024-01-02 |
1.470 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.728 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.780 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.798 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
107.50% |
Volatility 6M: |
|
232.55% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |