BVT Put 480 HUM 21.06.2024
/ DE000VM0UU71
BVT Put 480 HUM 21.06.2024/ DE000VM0UU71 /
2024-05-31 7:50:37 PM |
Chg.-0.120 |
Bid9:59:43 PM |
Ask9:59:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
11.740EUR |
-1.01% |
- 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: |
-2.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
12.24 |
Intrinsic value: |
12.24 |
Implied volatility: |
0.78 |
Historic volatility: |
0.30 |
Parity: |
12.24 |
Time value: |
0.03 |
Break-even: |
320.45 |
Moneyness: |
1.38 |
Premium: |
0.00 |
Premium p.a.: |
0.01 |
Spread abs.: |
0.04 |
Spread %: |
0.33% |
Delta: |
-0.95 |
Theta: |
-0.11 |
Omega: |
-2.48 |
Rho: |
-0.25 |
Quote data
Open: |
12.210 |
High: |
12.210 |
Low: |
11.670 |
Previous Close: |
11.860 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-2.90% |
1 Month |
|
|
-28.15% |
3 Months |
|
|
-1.26% |
YTD |
|
|
+200.26% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
12.920 |
11.740 |
1M High / 1M Low: |
14.930 |
11.400 |
6M High / 6M Low: |
16.570 |
2.750 |
High (YTD): |
2024-04-02 |
16.570 |
Low (YTD): |
2024-01-04 |
3.410 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
12.088 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
12.750 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
10.190 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
56.26% |
Volatility 6M: |
|
171.75% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |