BVT Put 460 HUM 21.06.2024
/ DE000VM0AAG5
BVT Put 460 HUM 21.06.2024/ DE000VM0AAG5 /
| 2024-06-06 8:12:12 AM |
Chg.+0.08 |
Bid10:00:04 PM |
Ask10:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.09EUR |
+0.89% |
-
Bid Size: - |
-
Ask Size: - |
Humana Inc |
460.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM0AAG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Humana Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
460.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-25 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.10 |
| Intrinsic value: |
9.10 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.29 |
| Parity: |
9.10 |
| Time value: |
0.01 |
| Break-even: |
331.93 |
| Moneyness: |
1.27 |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.04 |
| Spread %: |
0.44% |
| Delta: |
-0.96 |
| Theta: |
-0.09 |
| Omega: |
-3.50 |
| Rho: |
-0.17 |
Quote data
| Open: |
9.09 |
| High: |
9.09 |
| Low: |
9.09 |
| Previous Close: |
9.01 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.45% |
| 1 Month |
|
|
-29.59% |
| 3 Months |
|
|
-18.77% |
| YTD |
|
|
+200.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.88 |
8.80 |
| 1M High / 1M Low: |
13.06 |
8.80 |
| 6M High / 6M Low: |
14.68 |
2.35 |
| High (YTD): |
2024-04-30 |
14.68 |
| Low (YTD): |
2024-01-02 |
2.58 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.72 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.48% |
| Volatility 6M: |
|
164.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
