BVT Put 60 CVS 20.12.2024
/ DE000VD3VY98
BVT Put 60 CVS 20.12.2024/ DE000VD3VY98 /
2024-11-12 7:56:58 PM |
Chg.+0.160 |
Bid9:56:46 PM |
Ask9:56:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.590EUR |
+37.21% |
- 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: |
-11.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.77 |
Intrinsic value: |
0.77 |
Implied volatility: |
- |
Historic volatility: |
0.31 |
Parity: |
0.77 |
Time value: |
-0.33 |
Break-even: |
55.60 |
Moneyness: |
1.15 |
Premium: |
-0.06 |
Premium p.a.: |
-0.46 |
Spread abs.: |
0.01 |
Spread %: |
2.33% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.420 |
High: |
0.590 |
Low: |
0.420 |
Previous Close: |
0.430 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+3.51% |
1 Month |
|
|
+379.67% |
3 Months |
|
|
-3.28% |
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: |
|
0.365 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.366 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.461 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
698.00% |
Volatility 6M: |
|
321.08% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |