BVT Knock-Out CNC/ DE000VD8DWC6 /
| 11/12/2024 9:45:25 PM | Chg.-0.220 | Bid10:00:39 PM | Ask10:00:39 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.480EUR | -31.43% | - Bid Size: - |
- Ask Size: - |
Centene Corp | 53.88 USD | 12/31/2078 | Call |
Master data
| Issuer: | Bank Vontobel AG |
|---|---|
| WKN: | VD8DWC |
| Currency: | EUR |
| Underlying: | Centene Corp |
| Type: | Knock-out |
| Option type: | Call |
| Strike price: | 53.88 USD |
| Maturity: | Endless |
| Issue date: | 6/20/2024 |
| Last trading day: | 12/31/2078 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 8.14 |
| Knock-out: | 53.88 |
| Knock-out violated on: | - |
| Distance to knock-out: | 6.349 |
| Distance to knock-out %: | 11.16% |
| Distance to strike price: | 6.349 |
| Distance to strike price %: | 11.16% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | 0.01 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.03 |
| Spread %: | 4.48% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 0.660 |
|---|---|
| High: | 0.680 |
| Low: | 0.000 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -41.46% | ||
|---|---|---|---|
| 1 Month | -73.18% | ||
| 3 Months | -77.78% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.820 | 0.480 |
|---|---|---|
| 1M High / 1M Low: | 1.810 | 0.480 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.698 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.898 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 294.47% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
