BVT Call 380 HUM 20.09.2024
/ DE000VM87N00
BVT Call 380 HUM 20.09.2024/ DE000VM87N00 /
| 2024-06-05 8:59:17 AM |
Chg.-0.13 |
Bid9:01:15 AM |
Ask9:01:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.74EUR |
-6.95% |
1.74
Bid Size: 3,000 |
1.82
Ask Size: 3,000 |
Humana Inc |
380.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM87N0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Humana Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 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: |
17.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.67 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.29 |
| Parity: |
-1.45 |
| Time value: |
1.94 |
| Break-even: |
367.79 |
| Moneyness: |
0.96 |
| Premium: |
0.10 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.04 |
| Spread %: |
2.11% |
| Delta: |
0.47 |
| Theta: |
-0.12 |
| Omega: |
8.03 |
| Rho: |
0.40 |
Quote data
| Open: |
1.74 |
| High: |
1.74 |
| Low: |
1.74 |
| Previous Close: |
1.87 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.85% |
| 1 Month |
|
|
+89.13% |
| 3 Months |
|
|
-24.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.87 |
1.18 |
| 1M High / 1M Low: |
1.87 |
0.82 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
