BVT Put 525 UNH 21.06.2024
/ DE000VU1FHR4
BVT Put 525 UNH 21.06.2024/ DE000VU1FHR4 /
2024-06-17 8:27:10 AM |
Chg.+0.010 |
Bid12:07:48 PM |
Ask12:07:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.270EUR |
+3.85% |
0.260 Bid Size: 21,000 |
0.300 Ask Size: 21,000 |
UnitedHealth Group I... |
525.00 USD |
2024-06-21 |
Put |
Master data
WKN: |
VU1FHR |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
UnitedHealth Group Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
525.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-01-04 |
Last trading day: |
2024-06-21 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-16.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.26 |
Intrinsic value: |
0.26 |
Implied volatility: |
0.52 |
Historic volatility: |
0.19 |
Parity: |
0.26 |
Time value: |
0.02 |
Break-even: |
462.53 |
Moneyness: |
1.06 |
Premium: |
0.00 |
Premium p.a.: |
0.47 |
Spread abs.: |
0.01 |
Spread %: |
3.70% |
Delta: |
-0.84 |
Theta: |
-0.74 |
Omega: |
-13.85 |
Rho: |
-0.05 |
Quote data
Open: |
0.270 |
High: |
0.270 |
Low: |
0.270 |
Previous Close: |
0.260 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-12.90% |
1 Month |
|
|
+150.00% |
3 Months |
|
|
+16.38% |
YTD |
|
|
+104.55% |
1 Year |
|
|
+8.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.310 |
0.260 |
1M High / 1M Low: |
0.350 |
0.090 |
6M High / 6M Low: |
0.410 |
0.090 |
High (YTD): |
2024-04-15 |
0.410 |
Low (YTD): |
2024-05-22 |
0.090 |
52W High: |
2024-04-15 |
0.410 |
52W Low: |
2024-05-22 |
0.090 |
Avg. price 1W: |
|
0.282 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.209 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.207 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.188 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
401.36% |
Volatility 6M: |
|
241.69% |
Volatility 1Y: |
|
184.71% |
Volatility 3Y: |
|
- |