BVT Call 58 CVS 20.12.2024
/ DE000VD5J4M7
BVT Call 58 CVS 20.12.2024/ DE000VD5J4M7 /
2024-09-13 8:01:35 PM |
Chg.-0.010 |
Bid9:11:55 PM |
Ask9:11:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.360EUR |
-2.70% |
- Bid Size: - |
- Ask Size: - |
CVS Health Corporati... |
58.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
VD5J4M |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
CVS Health Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
58.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-05-06 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
13.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.31 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.27 |
Parity: |
0.00 |
Time value: |
0.39 |
Break-even: |
56.26 |
Moneyness: |
1.00 |
Premium: |
0.07 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.01 |
Spread %: |
2.63% |
Delta: |
0.55 |
Theta: |
-0.02 |
Omega: |
7.45 |
Rho: |
0.07 |
Quote data
Open: |
0.360 |
High: |
0.380 |
Low: |
0.360 |
Previous Close: |
0.370 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-7.69% |
1 Month |
|
|
+5.88% |
3 Months |
|
|
-40.98% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.370 |
0.270 |
1M High / 1M Low: |
0.460 |
0.270 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.330 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.373 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
218.68% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |