BVT Put 64 CVS 20.12.2024
/ DE000VD3SQJ2
BVT Put 64 CVS 20.12.2024/ DE000VD3SQJ2 /
| 02/09/2024 08:46:26 |
Chg.-0.010 |
Bid16:44:08 |
Ask16:44:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
-1.32% |
0.730
Bid Size: 28,000 |
0.750
Ask Size: 28,000 |
CVS HEALTH CORP. D... |
64.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
VD3SQJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CVS HEALTH CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
64.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.22 |
| Intrinsic value: |
1.22 |
| Implied volatility: |
- |
| Historic volatility: |
0.27 |
| Parity: |
1.22 |
| Time value: |
-0.46 |
| Break-even: |
56.40 |
| Moneyness: |
1.23 |
| Premium: |
-0.09 |
| Premium p.a.: |
-0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
1.33% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.750 |
| High: |
0.750 |
| Low: |
0.750 |
| Previous Close: |
0.760 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.19% |
| 1 Month |
|
|
+11.94% |
| 3 Months |
|
|
-18.48% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.640 |
| 1M High / 1M Low: |
0.870 |
0.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.702 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.744 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
