BVT Call 480 HUM 20.12.2024
/ DE000VD99BA5
BVT Call 480 HUM 20.12.2024/ DE000VD99BA5 /
| 8/29/2024 7:53:32 PM |
Chg.0.000 |
Bid8:03:02 AM |
Ask8:03:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
0.00% |
0.270
Bid Size: 10,000 |
0.310
Ask Size: 10,000 |
Humana Inc |
480.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD99BA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Humana Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
7/18/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
99.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.29 |
| Parity: |
-11.47 |
| Time value: |
0.32 |
| Break-even: |
434.68 |
| Moneyness: |
0.73 |
| Premium: |
0.37 |
| Premium p.a.: |
1.78 |
| Spread abs.: |
0.04 |
| Spread %: |
14.29% |
| Delta: |
0.11 |
| Theta: |
-0.06 |
| Omega: |
10.43 |
| Rho: |
0.09 |
Quote data
| Open: |
0.280 |
| High: |
0.290 |
| Low: |
0.250 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.14% |
| 1 Month |
|
|
-81.43% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.260 |
| 1M High / 1M Low: |
1.400 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.268 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.402 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
