BVT Put 500 HUM 21.06.2024
/ DE000VM0Y8T0
BVT Put 500 HUM 21.06.2024/ DE000VM0Y8T0 /
| 2024-06-06 8:34:53 AM |
Chg.+0.10 |
Bid9:39:24 AM |
Ask9:39:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.80EUR |
+0.79% |
12.79
Bid Size: 2,000 |
12.93
Ask Size: 2,000 |
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: |
12.80 |
| High: |
12.80 |
| Low: |
12.80 |
| Previous Close: |
12.70 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.21% |
| 1 Month |
|
|
-22.98% |
| 3 Months |
|
|
-13.80% |
| YTD |
|
|
+149.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
14.58 |
12.52 |
| 1M High / 1M Low: |
16.77 |
12.52 |
| 6M High / 6M Low: |
18.43 |
3.77 |
| High (YTD): |
2024-04-30 |
18.43 |
| Low (YTD): |
2024-01-02 |
4.33 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
13.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
14.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
11.99 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
49.38% |
| Volatility 6M: |
|
131.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
