BVT Call 480 UNH 02.08.2024
/ DE000VD9JDQ1
BVT Call 480 UNH 02.08.2024/ DE000VD9JDQ1 /
| 7/24/2024 8:32:34 AM |
Chg.- |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.84EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
UNITEDHEALTH GROUP D... |
480.00 - |
8/2/2024 |
Call |
Master data
| WKN: |
VD9JDQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UNITEDHEALTH GROUP DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 - |
| Maturity: |
8/2/2024 |
| Issue date: |
7/9/2024 |
| Last trading day: |
7/24/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.61 |
| Intrinsic value: |
3.58 |
| Implied volatility: |
1.90 |
| Historic volatility: |
0.20 |
| Parity: |
3.58 |
| Time value: |
3.63 |
| Break-even: |
552.10 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
33.80 |
| Spread abs.: |
0.26 |
| Spread %: |
3.74% |
| Delta: |
0.66 |
| Theta: |
-3.59 |
| Omega: |
4.71 |
| Rho: |
0.05 |
Quote data
| Open: |
6.84 |
| High: |
6.84 |
| Low: |
6.84 |
| Previous Close: |
7.25 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.96% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.02 |
6.84 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.52 |
| Avg. volume 1W: |
|
0.00 |
| 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: |
|
- |
