BVT Call 300 HUM 21.03.2025
/ DE000VC5GT11
BVT Call 300 HUM 21.03.2025/ DE000VC5GT11 /
| 2024-10-31 8:04:06 PM |
Chg.-0.230 |
Bid8:59:12 PM |
Ask8:59:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.100EUR |
-9.87% |
-
Bid Size: - |
-
Ask Size: - |
Humana Inc |
300.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
VC5GT1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Humana Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-10-08 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.34 |
| Parity: |
-3.10 |
| Time value: |
2.42 |
| Break-even: |
300.49 |
| Moneyness: |
0.89 |
| Premium: |
0.23 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.03 |
| Spread %: |
1.26% |
| Delta: |
0.45 |
| Theta: |
-0.13 |
| Omega: |
4.56 |
| Rho: |
0.33 |
Quote data
| Open: |
2.320 |
| High: |
2.320 |
| Low: |
1.840 |
| Previous Close: |
2.330 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.70% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.330 |
1.990 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.196 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
