BVT Call 740 UNH 17.01.2025/  DE000VU50PY2  /

EUWAX
2024-06-05  8:42:32 AM Chg.+0.022 Bid12:54:55 PM Ask12:54:55 PM Underlying Strike price Expiration date Option type
0.082EUR +36.67% 0.082
Bid Size: 10,000
-
Ask Size: -
UnitedHealth Group I... 740.00 USD 2025-01-17 Call
 

Master data

WKN: VU50PY
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: UnitedHealth Group Inc
Type: Warrant
Option type: Call
Strike price: 740.00 USD
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 611.22
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.20
Parity: -21.55
Time value: 0.08
Break-even: 680.80
Moneyness: 0.68
Premium: 0.47
Premium p.a.: 0.85
Spread abs.: 0.00
Spread %: 1.33%
Delta: 0.03
Theta: -0.01
Omega: 15.85
Rho: 0.07
 

Quote data

Open: 0.082
High: 0.082
Low: 0.082
Previous Close: 0.060
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.33%
1 Month
  -4.65%
3 Months
  -18.81%
YTD
  -73.55%
1 Year
  -82.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.073 0.046
1M High / 1M Low: 0.141 0.046
6M High / 6M Low: 0.710 0.046
High (YTD): 2024-01-04 0.470
Low (YTD): 2024-05-31 0.046
52W High: 2023-10-18 1.030
52W Low: 2024-05-31 0.046
Avg. price 1W:   0.060
Avg. volume 1W:   0.000
Avg. price 1M:   0.097
Avg. volume 1M:   0.000
Avg. price 6M:   0.193
Avg. volume 6M:   0.000
Avg. price 1Y:   0.355
Avg. volume 1Y:   0.000
Volatility 1M:   247.89%
Volatility 6M:   247.36%
Volatility 1Y:   231.75%
Volatility 3Y:   -