BVT Call 360 HUM 20.12.2024
/ DE000VD3LPU6
BVT Call 360 HUM 20.12.2024/ DE000VD3LPU6 /
| 07/11/2024 16:43:27 |
Chg.+0.003 |
Bid17:39:16 |
Ask17:39:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.128EUR |
+2.40% |
0.122
Bid Size: 48,000 |
0.149
Ask Size: 48,000 |
Humana Inc |
360.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD3LPU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Humana Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 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: |
168.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.35 |
| Parity: |
-6.66 |
| Time value: |
0.16 |
| Break-even: |
337.05 |
| Moneyness: |
0.80 |
| Premium: |
0.25 |
| Premium p.a.: |
5.82 |
| Spread abs.: |
0.03 |
| Spread %: |
20.30% |
| Delta: |
0.09 |
| Theta: |
-0.08 |
| Omega: |
15.00 |
| Rho: |
0.03 |
Quote data
| Open: |
0.147 |
| High: |
0.147 |
| Low: |
0.128 |
| Previous Close: |
0.125 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.42% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
-95.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.155 |
0.077 |
| 1M High / 1M Low: |
0.520 |
0.077 |
| 6M High / 6M Low: |
6.280 |
0.077 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.123 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.279 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.553 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
448.97% |
| Volatility 6M: |
|
271.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
