BVT Call 55 CVS 20.12.2024
/ DE000VD8GHF3
BVT Call 55 CVS 20.12.2024/ DE000VD8GHF3 /
| 2024-07-29 5:05:13 PM |
Chg.0.000 |
Bid5:05:13 PM |
Ask5:05:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
0.00% |
0.850
Bid Size: 121,000 |
0.860
Ask Size: 121,000 |
CVS Health Corporati... |
55.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD8GHF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CVS Health Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-06-21 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.28 |
| Parity: |
0.55 |
| Time value: |
0.31 |
| Break-even: |
59.28 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
1.18% |
| Delta: |
0.73 |
| Theta: |
-0.02 |
| Omega: |
4.80 |
| Rho: |
0.13 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.850 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.79% |
| 1 Month |
|
|
+21.43% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.630 |
| 1M High / 1M Low: |
0.850 |
0.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.702 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.656 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
