BVT Put 520 UNH 21.06.2024
/ DE000VM0EW04
BVT Put 520 UNH 21.06.2024/ DE000VM0EW04 /
| 2024-06-13 8:44:50 AM |
Chg.+0.20 |
Bid10:00:04 PM |
Ask10:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.63EUR |
+8.23% |
-
Bid Size: - |
-
Ask Size: - |
UnitedHealth Group I... |
520.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM0EW0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UnitedHealth Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
520.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-27 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.49 |
| Intrinsic value: |
2.49 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.20 |
| Parity: |
2.49 |
| Time value: |
0.17 |
| Break-even: |
454.31 |
| Moneyness: |
1.05 |
| Premium: |
0.00 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
0.76% |
| Delta: |
-0.83 |
| Theta: |
-0.33 |
| Omega: |
-14.29 |
| Rho: |
-0.09 |
Quote data
| Open: |
2.63 |
| High: |
2.63 |
| Low: |
2.63 |
| Previous Close: |
2.43 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.57% |
| 1 Month |
|
|
+64.38% |
| 3 Months |
|
|
-23.10% |
| YTD |
|
|
+21.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.91 |
1.94 |
| 1M High / 1M Low: |
3.75 |
0.88 |
| 6M High / 6M Low: |
7.38 |
0.88 |
| High (YTD): |
2024-04-12 |
7.38 |
| Low (YTD): |
2024-05-22 |
0.88 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.84 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
436.54% |
| Volatility 6M: |
|
273.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
