BVT Call 420 HUM 20.09.2024
/ DE000VM8UV56
BVT Call 420 HUM 20.09.2024/ DE000VM8UV56 /
| 2024-06-04 7:50:38 PM |
Chg.-0.040 |
Bid8:00:04 AM |
Ask8:00:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
-4.60% |
0.810
Bid Size: 380 |
0.850
Ask Size: 380 |
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: |
35.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.29 |
| Parity: |
-5.12 |
| Time value: |
0.95 |
| Break-even: |
394.56 |
| Moneyness: |
0.87 |
| Premium: |
0.18 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.04 |
| Spread %: |
4.40% |
| Delta: |
0.27 |
| Theta: |
-0.10 |
| Omega: |
9.55 |
| Rho: |
0.24 |
Quote data
| Open: |
0.880 |
| High: |
0.900 |
| Low: |
0.830 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+62.75% |
| 1 Month |
|
|
+107.50% |
| 3 Months |
|
|
-25.23% |
| 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: |
|
- |
