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BVT Call 575 UNH 20.09.2024/  DE000VM3YA78  /

Frankfurt Zert./VONT
2024-06-05  7:44:56 PM Chg.-0.006 Bid8:36:11 PM Ask8:36:11 PM Underlying Strike price Expiration date Option type
0.024EUR -20.00% 0.026
Bid Size: 134,000		 0.036
Ask Size: 134,000		 UnitedHealth Group I... 575.00 USD 2024-09-20 Call
 

Master data

WKN: VM3YA7
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: UnitedHealth Group Inc
Type: Warrant
Option type: Call
Strike price: 575.00 USD
Maturity: 2024-09-20
Issue date: 2023-10-13
Last trading day: 2024-09-20
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 122.24
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.20
Parity: -0.64
Time value: 0.04
Break-even: 532.21
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 0.59
Spread abs.: 0.01
Spread %: 35.71%
Delta: 0.15
Theta: -0.06
Omega: 18.54
Rho: 0.20
 

Quote data

Open: 0.032
High: 0.032
Low: 0.024
Previous Close: 0.030
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+118.18%
1 Month
  -7.69%
3 Months
  -20.00%
YTD
  -80.65%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.030 0.009
1M High / 1M Low: 0.058 0.009
6M High / 6M Low: 0.194 0.005
High (YTD): 2024-01-04 0.162
Low (YTD): 2024-04-12 0.005
52W High: - -
52W Low: - -
Avg. price 1W:   0.019
Avg. volume 1W:   0.000
Avg. price 1M:   0.037
Avg. volume 1M:   0.000
Avg. price 6M:   0.069
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   659.70%
Volatility 6M:   450.25%
Volatility 1Y:   -
Volatility 3Y:   -