BVT Call 320 HUM 20.12.2024
/ DE000VD3LPJ9
BVT Call 320 HUM 20.12.2024/ DE000VD3LPJ9 /
| 29/08/2024 08:48:21 |
Chg.+0.03 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.62EUR |
+0.65% |
-
Bid Size: - |
-
Ask Size: - |
Humana Inc |
320.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD3LPJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Humana Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
08/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.94 |
| Intrinsic value: |
2.92 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.29 |
| Parity: |
2.92 |
| Time value: |
1.71 |
| Break-even: |
333.95 |
| Moneyness: |
1.10 |
| Premium: |
0.05 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.04 |
| Spread %: |
0.87% |
| Delta: |
0.72 |
| Theta: |
-0.12 |
| Omega: |
4.94 |
| Rho: |
0.56 |
Quote data
| Open: |
4.62 |
| High: |
4.62 |
| Low: |
4.62 |
| Previous Close: |
4.59 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.60% |
| 1 Month |
|
|
-43.86% |
| 3 Months |
|
|
-10.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.00 |
4.57 |
| 1M High / 1M Low: |
9.04 |
4.45 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
