BVT Call 500 UNH 21.02.2025
/ DE000VG1E941
BVT Call 500 UNH 21.02.2025/ DE000VG1E941 /
| 1/23/2025 8:48:10 AM |
Chg.-0.38 |
Bid1:56:48 PM |
Ask1:56:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.71EUR |
-12.30% |
3.33
Bid Size: 3,000 |
3.42
Ask Size: 3,000 |
UnitedHealth Group I... |
500.00 USD |
2/21/2025 |
Call |
Master data
| WKN: |
VG1E94 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UnitedHealth Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
12/19/2024 |
| Last trading day: |
2/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.67 |
| Intrinsic value: |
1.89 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.26 |
| Parity: |
1.89 |
| Time value: |
0.83 |
| Break-even: |
507.60 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.02 |
| Spread %: |
0.74% |
| Delta: |
0.71 |
| Theta: |
-0.25 |
| Omega: |
13.11 |
| Rho: |
0.26 |
Quote data
| Open: |
2.71 |
| High: |
2.71 |
| Low: |
2.71 |
| Previous Close: |
3.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-46.44% |
| 1 Month |
|
|
-12.86% |
| 3 Months |
|
|
- |
| YTD |
|
|
-22.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.06 |
2.30 |
| 1M High / 1M Low: |
5.20 |
2.30 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/15/2025 |
5.20 |
| Low (YTD): |
1/20/2025 |
2.30 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
237.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |