BVT Put 500 HUM 21.06.2024/  DE000VM0Y8T0  /

Frankfurt Zert./VONT
2024-06-05  8:03:51 PM Chg.+0.240 Bid9:59:59 PM Ask9:59:59 PM Underlying Strike price Expiration date Option type
12.840EUR +1.90% -
Bid Size: -
-
Ask Size: -
Humana Inc 500.00 USD 2024-06-21 Put
 

Master data

WKN: VM0Y8T
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Humana Inc
Type: Warrant
Option type: Put
Strike price: 500.00 USD
Maturity: 2024-06-21
Issue date: 2023-08-09
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -2.59
Leverage: Yes

Calculated values

Fair value: 12.79
Intrinsic value: 12.79
Implied volatility: 0.83
Historic volatility: 0.29
Parity: 12.79
Time value: 0.00
Break-even: 331.58
Moneyness: 1.39
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.04
Spread %: 0.31%
Delta: -0.96
Theta: -0.10
Omega: -2.50
Rho: -0.20
 

Quote data

Open: 12.740
High: 12.840
Low: 12.700
Previous Close: 12.600
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -12.83%
1 Month
  -23.16%
3 Months
  -12.71%
YTD  
+153.75%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 14.730 12.560
1M High / 1M Low: 16.770 12.560
6M High / 6M Low: 18.330 3.520
High (YTD): 2024-04-29 18.330
Low (YTD): 2024-01-04 4.420
52W High: - -
52W Low: - -
Avg. price 1W:   13.438
Avg. volume 1W:   0.000
Avg. price 1M:   14.212
Avg. volume 1M:   0.000
Avg. price 6M:   11.978
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   52.17%
Volatility 6M:   151.56%
Volatility 1Y:   -
Volatility 3Y:   -