BVT Call 68 CVS 20.09.2024
/ DE000VD36HE6
BVT Call 68 CVS 20.09.2024/ DE000VD36HE6 /
| 26/07/2024 08:28:28 |
Chg.+0.007 |
Bid22:00:02 |
Ask22:00:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.067EUR |
+11.67% |
-
Bid Size: - |
-
Ask Size: - |
CVS Health Corporati... |
68.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VD36HE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CVS Health Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
68.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
16/04/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
46.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.27 |
| Parity: |
-0.64 |
| Time value: |
0.12 |
| Break-even: |
63.86 |
| Moneyness: |
0.90 |
| Premium: |
0.14 |
| Premium p.a.: |
1.34 |
| Spread abs.: |
0.01 |
| Spread %: |
8.93% |
| Delta: |
0.26 |
| Theta: |
-0.03 |
| Omega: |
12.13 |
| Rho: |
0.02 |
Quote data
| Open: |
0.067 |
| High: |
0.067 |
| Low: |
0.067 |
| Previous Close: |
0.060 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.94% |
| 1 Month |
|
|
+9.84% |
| 3 Months |
|
|
-84.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.067 |
0.041 |
| 1M High / 1M Low: |
0.101 |
0.038 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.056 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.056 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
353.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
