BVT Put 420 HUM 20.09.2024
/ DE000VM3MNG7
BVT Put 420 HUM 20.09.2024/ DE000VM3MNG7 /
| 2024-06-11 8:55:41 AM |
Chg.+0.15 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.76EUR |
+2.27% |
-
Bid Size: - |
-
Ask Size: - |
Humana Inc |
420.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM3MNG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Humana Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
420.00 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: |
-4.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.56 |
| Intrinsic value: |
6.56 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.30 |
| Parity: |
6.56 |
| Time value: |
0.25 |
| Break-even: |
322.11 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.04 |
| Spread %: |
0.59% |
| Delta: |
-0.80 |
| Theta: |
-0.05 |
| Omega: |
-3.80 |
| Rho: |
-0.90 |
Quote data
| Open: |
6.76 |
| High: |
6.76 |
| Low: |
6.76 |
| Previous Close: |
6.61 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.77% |
| 1 Month |
|
|
-14.75% |
| 3 Months |
|
|
-6.11% |
| YTD |
|
|
+186.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.76 |
5.74 |
| 1M High / 1M Low: |
7.90 |
5.61 |
| 6M High / 6M Low: |
10.91 |
1.88 |
| High (YTD): |
2024-04-30 |
10.91 |
| Low (YTD): |
2024-01-02 |
2.07 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.25 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.66% |
| Volatility 6M: |
|
160.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
