BVT Put 440 HUM 21.06.2024
/ DE000VU9BFN9
BVT Put 440 HUM 21.06.2024/ DE000VU9BFN9 /
| 2024-06-06 5:01:37 PM |
Chg.-0.300 |
Bid6:42:52 PM |
Ask6:42:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.040EUR |
-4.09% |
7.680
Bid Size: 13,000 |
7.720
Ask Size: 13,000 |
Humana Inc |
440.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VU9BFN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Humana Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
440.00 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: |
-4.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.27 |
| Intrinsic value: |
7.27 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.29 |
| Parity: |
7.27 |
| Time value: |
0.01 |
| Break-even: |
331.84 |
| Moneyness: |
1.22 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.04 |
| Spread %: |
0.55% |
| Delta: |
-0.95 |
| Theta: |
-0.09 |
| Omega: |
-4.33 |
| Rho: |
-0.16 |
Quote data
| Open: |
7.290 |
| High: |
7.300 |
| Low: |
7.040 |
| Previous Close: |
7.340 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.36% |
| 1 Month |
|
|
-37.14% |
| 3 Months |
|
|
-22.38% |
| YTD |
|
|
+203.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.220 |
7.060 |
| 1M High / 1M Low: |
11.200 |
7.060 |
| 6M High / 6M Low: |
12.750 |
1.780 |
| High (YTD): |
2024-04-29 |
12.750 |
| Low (YTD): |
2024-01-02 |
1.970 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.552 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.619 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.243 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.62% |
| Volatility 6M: |
|
211.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
