BVT Put 390 HUM 20.09.2024
/ DE000VM3MPM0
BVT Put 390 HUM 20.09.2024/ DE000VM3MPM0 /
| 2024-06-05 10:34:14 AM |
Chg.+0.080 |
Bid1:45:55 PM |
Ask1:45:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.600EUR |
+2.27% |
3.560
Bid Size: 4,000 |
3.620
Ask Size: 4,000 |
Humana Inc |
390.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM3MPM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Humana Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
390.00 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: |
-9.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.51 |
| Intrinsic value: |
2.68 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.29 |
| Parity: |
2.68 |
| Time value: |
0.97 |
| Break-even: |
321.90 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.04 |
| Spread %: |
1.11% |
| Delta: |
-0.62 |
| Theta: |
-0.08 |
| Omega: |
-5.64 |
| Rho: |
-0.71 |
Quote data
| Open: |
3.600 |
| High: |
3.600 |
| Low: |
3.600 |
| Previous Close: |
3.520 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.85% |
| 1 Month |
|
|
-46.43% |
| 3 Months |
|
|
-36.40% |
| YTD |
|
|
+118.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.060 |
3.520 |
| 1M High / 1M Low: |
6.770 |
3.520 |
| 6M High / 6M Low: |
8.240 |
1.160 |
| High (YTD): |
2024-04-02 |
8.240 |
| Low (YTD): |
2024-01-02 |
1.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.132 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.732 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.298 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.50% |
| Volatility 6M: |
|
207.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
