BVT Put 520 HUM 21.06.2024
/ DE000VM34CE3
BVT Put 520 HUM 21.06.2024/ DE000VM34CE3 /
| 31/05/2024 08:25:52 |
Chg.-0.49 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 15.94EUR |
-2.98% |
-
Bid Size: - |
-
Ask Size: - |
Humana Inc |
520.00 USD |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
17/10/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
15.94 |
| Intrinsic value: |
15.94 |
| Implied volatility: |
0.92 |
| Historic volatility: |
0.30 |
| Parity: |
15.94 |
| Time value: |
0.01 |
| Break-even: |
320.58 |
| Moneyness: |
1.50 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.04 |
| Spread %: |
0.25% |
| Delta: |
-0.96 |
| Theta: |
-0.11 |
| Omega: |
-1.92 |
| Rho: |
-0.27 |
Quote data
| Open: |
15.94 |
| High: |
15.94 |
| Low: |
15.94 |
| Previous Close: |
16.43 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.71% |
| 1 Month |
|
|
-21.48% |
| 3 Months |
|
|
+2.11% |
| YTD |
|
|
+146.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
16.43 |
15.65 |
| 1M High / 1M Low: |
19.27 |
15.01 |
| 6M High / 6M Low: |
20.30 |
4.32 |
| High (YTD): |
30/04/2024 |
20.30 |
| Low (YTD): |
02/01/2024 |
5.57 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
15.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
16.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
13.47 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
41.30% |
| Volatility 6M: |
|
118.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
