BVT Call 88 CVS 20.12.2024
/ DE000VD3SQR5
BVT Call 88 CVS 20.12.2024/ DE000VD3SQR5 /
16/08/2024 19:55:57 |
Chg.+0.002 |
Bid21:50:56 |
Ask21:50:56 |
Underlying |
Strike price |
Expiration date |
Option type |
0.010EUR |
+25.00% |
- Bid Size: - |
- Ask Size: - |
CVS Health Corporati... |
88.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
VD3SQR |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
CVS Health Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
88.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
10/04/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
262.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.28 |
Parity: |
-2.77 |
Time value: |
0.02 |
Break-even: |
80.40 |
Moneyness: |
0.65 |
Premium: |
0.53 |
Premium p.a.: |
2.45 |
Spread abs.: |
0.01 |
Spread %: |
122.22% |
Delta: |
0.04 |
Theta: |
0.00 |
Omega: |
11.64 |
Rho: |
0.01 |
Quote data
Open: |
0.009 |
High: |
0.010 |
Low: |
0.009 |
Previous Close: |
0.008 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-16.67% |
1 Month |
|
|
-54.55% |
3 Months |
|
|
-54.55% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.012 |
0.008 |
1M High / 1M Low: |
0.043 |
0.008 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.009 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.021 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
303.01% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |