BVT Put 520 HUM 21.06.2024
/ DE000VM34CE3
BVT Put 520 HUM 21.06.2024/ DE000VM34CE3 /
| 2024-05-31 8:04:10 PM |
Chg.-0.210 |
Bid9:59:35 PM |
Ask9:59:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 15.390EUR |
-1.35% |
-
Bid Size: - |
-
Ask Size: - |
Humana Inc |
520.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM34CE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Humana Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
520.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
14.92 |
| Intrinsic value: |
14.92 |
| Implied volatility: |
0.93 |
| Historic volatility: |
0.29 |
| Parity: |
14.92 |
| Time value: |
0.06 |
| Break-even: |
329.53 |
| Moneyness: |
1.45 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.04 |
| Spread %: |
0.27% |
| Delta: |
-0.94 |
| Theta: |
-0.15 |
| Omega: |
-2.08 |
| Rho: |
-0.25 |
Quote data
| Open: |
15.870 |
| High: |
15.900 |
| Low: |
15.390 |
| Previous Close: |
15.600 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.22% |
| 1 Month |
|
|
-23.43% |
| 3 Months |
|
|
-1.28% |
| YTD |
|
|
+141.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
16.580 |
15.390 |
| 1M High / 1M Low: |
18.630 |
15.080 |
| 6M High / 6M Low: |
20.190 |
4.270 |
| High (YTD): |
2024-04-29 |
20.190 |
| Low (YTD): |
2024-01-04 |
5.650 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
15.772 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
16.438 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
13.533 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
42.05% |
| Volatility 6M: |
|
135.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
