BVT Call 480 UNH 21.06.2024
/ DE000VU9K2P1
BVT Call 480 UNH 21.06.2024/ DE000VU9K2P1 /
| 2024-06-13 8:01:14 PM |
Chg.+0.130 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.450EUR |
+9.85% |
-
Bid Size: - |
-
Ask Size: - |
UnitedHealth Group I... |
480.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VU9K2P |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UnitedHealth Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-07 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
30.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.37 |
| Intrinsic value: |
1.21 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.20 |
| Parity: |
1.21 |
| Time value: |
0.27 |
| Break-even: |
458.72 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.02 |
| Spread %: |
1.37% |
| Delta: |
0.77 |
| Theta: |
-0.36 |
| Omega: |
23.76 |
| Rho: |
0.07 |
Quote data
| Open: |
1.250 |
| High: |
1.450 |
| Low: |
1.070 |
| Previous Close: |
1.320 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.38% |
| 1 Month |
|
|
-58.45% |
| 3 Months |
|
|
-47.08% |
| YTD |
|
|
-76.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.670 |
1.300 |
| 1M High / 1M Low: |
4.310 |
1.170 |
| 6M High / 6M Low: |
7.710 |
0.740 |
| High (YTD): |
2024-01-04 |
7.710 |
| Low (YTD): |
2024-04-12 |
0.740 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.468 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.685 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.741 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
425.72% |
| Volatility 6M: |
|
276.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
