BVT Call 320 HUM 20.09.2024
/ DE000VD3LPQ4
BVT Call 320 HUM 20.09.2024/ DE000VD3LPQ4 /
| 2024-06-05 10:34:06 AM |
Chg.-0.130 |
Bid1:15:23 PM |
Ask1:15:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.980EUR |
-2.54% |
4.980
Bid Size: 2,000 |
5.100
Ask Size: 2,000 |
Humana Inc |
320.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD3LPQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Humana Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.64 |
| Intrinsic value: |
3.76 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.29 |
| Parity: |
3.76 |
| Time value: |
1.25 |
| Break-even: |
344.17 |
| Moneyness: |
1.13 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.04 |
| Spread %: |
0.80% |
| Delta: |
0.78 |
| Theta: |
-0.11 |
| Omega: |
5.14 |
| Rho: |
0.61 |
Quote data
| Open: |
4.980 |
| High: |
4.980 |
| Low: |
4.980 |
| Previous Close: |
5.110 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.19% |
| 1 Month |
|
|
+81.75% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.160 |
3.630 |
| 1M High / 1M Low: |
5.160 |
2.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.540 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.143 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
