BVT Put 480 HUM 21.06.2024
/ DE000VM0UU71
BVT Put 480 HUM 21.06.2024/ DE000VM0UU71 /
| 2024-06-05 7:51:31 PM |
Chg.+0.210 |
Bid9:59:52 PM |
Ask9:59:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.030EUR |
+1.94% |
-
Bid Size: - |
-
Ask Size: - |
Humana Inc |
480.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM0UU7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Humana Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
480.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-04 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.95 |
| Intrinsic value: |
10.95 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.29 |
| Parity: |
10.95 |
| Time value: |
0.01 |
| Break-even: |
331.51 |
| Moneyness: |
1.33 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.04 |
| Spread %: |
0.37% |
| Delta: |
-0.96 |
| Theta: |
-0.10 |
| Omega: |
-2.90 |
| Rho: |
-0.19 |
Quote data
| Open: |
10.920 |
| High: |
11.030 |
| Low: |
10.840 |
| Previous Close: |
10.820 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.63% |
| 1 Month |
|
|
-25.77% |
| 3 Months |
|
|
-14.30% |
| YTD |
|
|
+182.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
12.920 |
10.720 |
| 1M High / 1M Low: |
14.930 |
10.720 |
| 6M High / 6M Low: |
16.570 |
2.810 |
| High (YTD): |
2024-04-02 |
16.570 |
| Low (YTD): |
2024-01-04 |
3.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.612 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
12.379 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
10.316 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.10% |
| Volatility 6M: |
|
171.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
