BVT Call 370 HUM 20.09.2024
/ DE000VM87NY6
BVT Call 370 HUM 20.09.2024/ DE000VM87NY6 /
| 2024-06-05 10:11:36 AM |
Chg.-0.080 |
Bid10:12:02 AM |
Ask10:12:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.090EUR |
-3.69% |
2.090
Bid Size: 3,000 |
2.160
Ask Size: 3,000 |
Humana Inc |
370.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM87NY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Humana Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
370.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-29 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.89 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.29 |
| Parity: |
-0.84 |
| Time value: |
2.12 |
| Break-even: |
361.22 |
| Moneyness: |
0.98 |
| Premium: |
0.09 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.04 |
| Spread %: |
1.92% |
| Delta: |
0.50 |
| Theta: |
-0.12 |
| Omega: |
7.87 |
| Rho: |
0.43 |
Quote data
| Open: |
2.090 |
| High: |
2.090 |
| Low: |
2.090 |
| Previous Close: |
2.170 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+58.33% |
| 1 Month |
|
|
+99.05% |
| 3 Months |
|
|
-12.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.240 |
1.320 |
| 1M High / 1M Low: |
2.240 |
1.000 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.860 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.683 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
211.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
