BVT Call 540 UNH 21.02.2025
/ DE000VG1FAS5
BVT Call 540 UNH 21.02.2025/ DE000VG1FAS5 /
| 1/23/2025 8:51:37 AM |
Chg.-0.120 |
Bid1:55:31 PM |
Ask1:55:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
-14.12% |
0.980
Bid Size: 4,000 |
1.030
Ask Size: 4,000 |
UnitedHealth Group I... |
540.00 USD |
2/21/2025 |
Call |
Master data
| WKN: |
VG1FAS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UnitedHealth Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
540.00 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: |
67.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.26 |
| Parity: |
-1.95 |
| Time value: |
0.74 |
| Break-even: |
526.24 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
0.93 |
| Spread abs.: |
0.02 |
| Spread %: |
2.78% |
| Delta: |
0.32 |
| Theta: |
-0.24 |
| Omega: |
21.83 |
| Rho: |
0.12 |
Quote data
| Open: |
0.730 |
| High: |
0.730 |
| Low: |
0.730 |
| Previous Close: |
0.850 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-69.83% |
| 1 Month |
|
|
-53.80% |
| 3 Months |
|
|
- |
| YTD |
|
|
-56.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.420 |
0.630 |
| 1M High / 1M Low: |
2.590 |
0.630 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/15/2025 |
2.590 |
| Low (YTD): |
1/20/2025 |
0.630 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.072 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.587 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
304.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |