BVT Put 320 HUM 20.09.2024
/ DE000VM87NX8
BVT Put 320 HUM 20.09.2024/ DE000VM87NX8 /
| 2024-06-05 8:59:16 AM |
Chg.-0.020 |
Bid12:15:46 PM |
Ask12:15:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
-2.50% |
0.780
Bid Size: 3,900 |
0.820
Ask Size: 3,900 |
Humana Inc |
320.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM87NX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Humana Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
320.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-29 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-39.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.29 |
| Parity: |
-3.76 |
| Time value: |
0.83 |
| Break-even: |
285.77 |
| Moneyness: |
0.89 |
| Premium: |
0.14 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.04 |
| Spread %: |
5.06% |
| Delta: |
-0.21 |
| Theta: |
-0.08 |
| Omega: |
-8.54 |
| Rho: |
-0.23 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.780 |
| Previous Close: |
0.800 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.73% |
| 1 Month |
|
|
-63.03% |
| 3 Months |
|
|
-62.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.270 |
0.800 |
| 1M High / 1M Low: |
2.200 |
0.800 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.050 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.346 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
