BVT Call 88 CVS 20.12.2024
/ DE000VD3SQR5
BVT Call 88 CVS 20.12.2024/ DE000VD3SQR5 /
| 10/18/2024 7:56:02 PM |
Chg.-0.001 |
Bid9:12:36 PM |
Ask8:11:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.003EUR |
-25.00% |
-
Bid Size: - |
-
Ask Size: - |
CVS Health Corporati... |
88.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
4/10/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
277.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.28 |
| Parity: |
-2.55 |
| Time value: |
0.02 |
| Break-even: |
81.17 |
| Moneyness: |
0.69 |
| Premium: |
0.46 |
| Premium p.a.: |
8.36 |
| Spread abs.: |
0.02 |
| Spread %: |
566.67% |
| Delta: |
0.05 |
| Theta: |
-0.01 |
| Omega: |
12.62 |
| Rho: |
0.00 |
Quote data
| Open: |
0.004 |
| High: |
0.004 |
| Low: |
0.001 |
| Previous Close: |
0.004 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-75.00% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-86.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.012 |
0.003 |
| 1M High / 1M Low: |
0.015 |
0.003 |
| 6M High / 6M Low: |
0.115 |
0.003 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.007 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.009 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.021 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
468.63% |
| Volatility 6M: |
|
291.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
