BVT Call 460 UNH 21.06.2024
/ DE000VU9Q7X8
BVT Call 460 UNH 21.06.2024/ DE000VU9Q7X8 /
2024-06-13 7:45:18 PM |
Chg.+0.040 |
Bid10:12:06 AM |
Ask10:12:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
3.010EUR |
+1.35% |
3.300 Bid Size: 2,000 |
3.540 Ask Size: 2,000 |
UnitedHealth Group I... |
460.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
VU9Q7X |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
UnitedHealth Group Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
460.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-07-10 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
13.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.50 |
Intrinsic value: |
3.47 |
Implied volatility: |
0.36 |
Historic volatility: |
0.20 |
Parity: |
3.47 |
Time value: |
0.09 |
Break-even: |
464.00 |
Moneyness: |
1.08 |
Premium: |
0.00 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.02 |
Spread %: |
0.57% |
Delta: |
0.94 |
Theta: |
-0.23 |
Omega: |
12.28 |
Rho: |
0.08 |
Quote data
Open: |
2.890 |
High: |
3.010 |
Low: |
2.720 |
Previous Close: |
2.970 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-5.94% |
1 Month |
|
|
-42.34% |
3 Months |
|
|
-25.86% |
YTD |
|
|
-61.26% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.290 |
2.830 |
1M High / 1M Low: |
6.100 |
2.420 |
6M High / 6M Low: |
9.270 |
1.230 |
High (YTD): |
2024-01-04 |
9.270 |
Low (YTD): |
2024-04-12 |
1.230 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.060 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.334 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.150 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
274.35% |
Volatility 6M: |
|
223.33% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |