BVT Call 64 CVS 20.12.2024
/ DE000VD5J5H4
BVT Call 64 CVS 20.12.2024/ DE000VD5J5H4 /
| 04/09/2024 14:01:12 |
Chg.+0.002 |
Bid14:01:12 |
Ask14:01:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.162EUR |
+1.25% |
0.162
Bid Size: 40,000 |
0.172
Ask Size: 40,000 |
CVS Health Corporati... |
64.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD5J5H |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CVS Health Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
64.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
06/05/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
29.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.27 |
| Parity: |
-0.60 |
| Time value: |
0.18 |
| Break-even: |
59.72 |
| Moneyness: |
0.90 |
| Premium: |
0.15 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.01 |
| Spread %: |
5.92% |
| Delta: |
0.32 |
| Theta: |
-0.02 |
| Omega: |
9.37 |
| Rho: |
0.04 |
Quote data
| Open: |
0.162 |
| High: |
0.162 |
| Low: |
0.162 |
| Previous Close: |
0.160 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.50% |
| 1 Month |
|
|
-47.74% |
| 3 Months |
|
|
-53.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.144 |
| 1M High / 1M Low: |
0.280 |
0.144 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.150 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.190 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
190.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
