BVT Call 340 HUM 20.09.2024
/ DE000VD1PUW7
BVT Call 340 HUM 20.09.2024/ DE000VD1PUW7 /
| 2024-06-05 8:59:39 AM |
Chg.-0.19 |
Bid9:21:12 AM |
Ask9:21:12 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.62EUR |
-4.99% |
3.62
Bid Size: 2,000 |
3.72
Ask Size: 2,000 |
Humana Inc |
340.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD1PUW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Humana Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-07 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.36 |
| Intrinsic value: |
1.92 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.29 |
| Parity: |
1.92 |
| Time value: |
1.76 |
| Break-even: |
349.25 |
| Moneyness: |
1.06 |
| Premium: |
0.05 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.04 |
| Spread %: |
1.10% |
| Delta: |
0.68 |
| Theta: |
-0.12 |
| Omega: |
6.14 |
| Rho: |
0.55 |
Quote data
| Open: |
3.62 |
| High: |
3.62 |
| Low: |
3.62 |
| Previous Close: |
3.81 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.02% |
| 1 Month |
|
|
+91.53% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.81 |
2.55 |
| 1M High / 1M Low: |
3.81 |
1.72 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.91 |
| Avg. volume 1M: |
|
72.73 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
