BVT Call 420 HUM 20.09.2024
/ DE000VM8UV56
BVT Call 420 HUM 20.09.2024/ DE000VM8UV56 /
| 2024-06-05 10:21:50 AM |
Chg.-0.030 |
Bid1:34:33 PM |
Ask1:34:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
-3.61% |
0.810
Bid Size: 5,000 |
0.850
Ask Size: 5,000 |
Humana Inc |
420.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM8UV5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Humana Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-22 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
39.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.29 |
| Parity: |
-5.43 |
| Time value: |
0.84 |
| Break-even: |
394.37 |
| Moneyness: |
0.86 |
| Premium: |
0.19 |
| Premium p.a.: |
0.81 |
| Spread abs.: |
0.04 |
| Spread %: |
5.00% |
| Delta: |
0.25 |
| Theta: |
-0.10 |
| Omega: |
9.91 |
| Rho: |
0.22 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.800 |
| Previous Close: |
0.830 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+56.86% |
| 1 Month |
|
|
+100.00% |
| 3 Months |
|
|
-27.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.510 |
| 1M High / 1M Low: |
0.870 |
0.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.716 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.644 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
227.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
