BVT Put 48 CVS 20.12.2024
/ DE000VD5J0V6
BVT Put 48 CVS 20.12.2024/ DE000VD5J0V6 /
| 10/7/2024 8:03:54 PM |
Chg.-0.001 |
Bid8:49:30 PM |
Ask8:49:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.025EUR |
-3.85% |
-
Bid Size: - |
-
Ask Size: - |
CVS HEALTH CORP. D... |
48.00 - |
12/20/2024 |
Put |
Master data
| WKN: |
VD5J0V |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CVS HEALTH CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
48.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
5/6/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-154.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
-1.09 |
| Time value: |
0.04 |
| Break-even: |
47.62 |
| Moneyness: |
0.82 |
| Premium: |
0.19 |
| Premium p.a.: |
1.37 |
| Spread abs.: |
0.01 |
| Spread %: |
35.71% |
| Delta: |
-0.08 |
| Theta: |
-0.01 |
| Omega: |
-12.75 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.027 |
| High: |
0.027 |
| Low: |
0.025 |
| Previous Close: |
0.026 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-48.98% |
| 1 Month |
|
|
-71.91% |
| 3 Months |
|
|
-83.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.049 |
0.025 |
| 1M High / 1M Low: |
0.127 |
0.025 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.035 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.071 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
242.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
