BVT Call 520 HUM 20.09.2024
/ DE000VM3MQR7
BVT Call 520 HUM 20.09.2024/ DE000VM3MQR7 /
| 2024-06-05 2:04:20 PM |
Chg.-0.010 |
Bid4:32:43 PM |
Ask4:32:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.161EUR |
-5.85% |
0.177
Bid Size: 25,000 |
0.211
Ask Size: 25,000 |
Humana Inc |
520.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM3MQR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Humana Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
520.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
171.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.29 |
| Parity: |
-14.62 |
| Time value: |
0.19 |
| Break-even: |
479.79 |
| Moneyness: |
0.69 |
| Premium: |
0.45 |
| Premium p.a.: |
2.53 |
| Spread abs.: |
0.03 |
| Spread %: |
21.38% |
| Delta: |
0.07 |
| Theta: |
-0.05 |
| Omega: |
11.32 |
| Rho: |
0.06 |
Quote data
| Open: |
0.160 |
| High: |
0.161 |
| Low: |
0.160 |
| Previous Close: |
0.171 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.38% |
| 1 Month |
|
|
+53.33% |
| 3 Months |
|
|
-26.82% |
| YTD |
|
|
-92.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.197 |
0.136 |
| 1M High / 1M Low: |
0.197 |
0.101 |
| 6M High / 6M Low: |
4.260 |
0.036 |
| High (YTD): |
2024-01-04 |
2.720 |
| Low (YTD): |
2024-04-05 |
0.036 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.167 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.150 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.775 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.60% |
| Volatility 6M: |
|
276.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
