BVT Call 54 CVS 20.12.2024
/ DE000VD5XFD3
BVT Call 54 CVS 20.12.2024/ DE000VD5XFD3 /
| 2024-07-29 5:01:43 PM |
Chg.-0.010 |
Bid5:21:51 PM |
Ask5:21:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
-1.09% |
0.940
Bid Size: 116,000 |
0.950
Ask Size: 116,000 |
CVS Health Corporati... |
54.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD5XFD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CVS Health Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
54.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.28 |
| Parity: |
0.64 |
| Time value: |
0.29 |
| Break-even: |
59.06 |
| Moneyness: |
1.13 |
| Premium: |
0.05 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.09% |
| Delta: |
0.76 |
| Theta: |
-0.02 |
| Omega: |
4.57 |
| Rho: |
0.13 |
Quote data
| Open: |
0.910 |
| High: |
0.910 |
| Low: |
0.910 |
| Previous Close: |
0.920 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.39% |
| 1 Month |
|
|
+19.74% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.680 |
| 1M High / 1M Low: |
0.920 |
0.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.758 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.712 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
