BVT Call 760 UNH 17.01.2025/  DE000VU50PZ9  /

EUWAX
2024-06-04  8:42:04 AM Chg.- Bid8:10:59 AM Ask8:10:59 AM Underlying Strike price Expiration date Option type
0.040EUR - 0.055
Bid Size: 10,000
-
Ask Size: -
UnitedHealth Group I... 760.00 USD 2025-01-17 Call
 

Master data

WKN: VU50PZ
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: UnitedHealth Group Inc
Type: Warrant
Option type: Call
Strike price: 760.00 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: 829.52
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.20
Parity: -23.39
Time value: 0.06
Break-even: 698.98
Moneyness: 0.67
Premium: 0.50
Premium p.a.: 0.93
Spread abs.: 0.00
Spread %: 1.82%
Delta: 0.02
Theta: -0.01
Omega: 16.20
Rho: 0.05
 

Quote data

Open: 0.040
High: 0.040
Low: 0.040
Previous Close: 0.044
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.57%
1 Month
  -33.33%
3 Months
  -45.95%
YTD
  -82.61%
1 Year
  -88.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.051 0.031
1M High / 1M Low: 0.099 0.031
6M High / 6M Low: 0.540 0.031
High (YTD): 2024-01-04 0.350
Low (YTD): 2024-05-31 0.031
52W High: 2023-10-18 0.810
52W Low: 2024-05-31 0.031
Avg. price 1W:   0.041
Avg. volume 1W:   0.000
Avg. price 1M:   0.068
Avg. volume 1M:   0.000
Avg. price 6M:   0.141
Avg. volume 6M:   0.000
Avg. price 1Y:   0.267
Avg. volume 1Y:   0.000
Volatility 1M:   256.49%
Volatility 6M:   271.54%
Volatility 1Y:   255.10%
Volatility 3Y:   -