BVT Put 60 CVS 20.12.2024
/ DE000VD3VY98
BVT Put 60 CVS 20.12.2024/ DE000VD3VY98 /
| 2024-11-08 7:54:28 PM |
Chg.+0.130 |
Bid9:59:19 PM |
Ask9:59:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
+44.83% |
-
Bid Size: - |
-
Ask Size: - |
CVS HEALTH CORP. D... |
60.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD3VY9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CVS HEALTH CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-11 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
- |
| Historic volatility: |
0.31 |
| Parity: |
0.82 |
| Time value: |
-0.36 |
| Break-even: |
55.40 |
| Moneyness: |
1.16 |
| Premium: |
-0.07 |
| Premium p.a.: |
-0.47 |
| Spread abs.: |
0.01 |
| Spread %: |
2.22% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.330 |
| High: |
0.420 |
| Low: |
0.330 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.29% |
| 1 Month |
|
|
+223.08% |
| 3 Months |
|
|
-22.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.115 |
| 1M High / 1M Low: |
0.570 |
0.112 |
| 6M High / 6M Low: |
0.820 |
0.112 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.389 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.341 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.462 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
688.04% |
| Volatility 6M: |
|
321.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
