BVT Put 480 HUM 21.06.2024
/ DE000VM0UU71
BVT Put 480 HUM 21.06.2024/ DE000VM0UU71 /
| 2024-05-31 8:46:12 AM |
Chg.-0.52 |
Bid9:59:55 PM |
Ask9:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.23EUR |
-4.08% |
-
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: |
12.23 |
| High: |
12.23 |
| Low: |
12.23 |
| Previous Close: |
12.75 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.64% |
| 1 Month |
|
|
-26.15% |
| 3 Months |
|
|
+2.34% |
| YTD |
|
|
+208.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
12.75 |
11.96 |
| 1M High / 1M Low: |
15.49 |
11.33 |
| 6M High / 6M Low: |
16.56 |
2.80 |
| High (YTD): |
2024-04-30 |
16.56 |
| Low (YTD): |
2024-01-02 |
3.33 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
12.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
12.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
10.13 |
| Avg. volume 6M: |
|
94.79 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.07% |
| Volatility 6M: |
|
149.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
