BVT Put 60 CVS 21.06.2024
/ DE000VU9KXZ7
BVT Put 60 CVS 21.06.2024/ DE000VU9KXZ7 /
| 2024-05-31 7:40:12 PM |
Chg.-0.211 |
Bid9:59:44 PM |
Ask9:59:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.219EUR |
-49.07% |
-
Bid Size: - |
-
Ask Size: - |
CVS Health Corporati... |
60.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VU9KXZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CVS Health Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-07 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-36.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.28 |
| Parity: |
0.04 |
| Time value: |
0.11 |
| Break-even: |
53.81 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.01 |
| Spread %: |
7.14% |
| Delta: |
-0.52 |
| Theta: |
-0.03 |
| Omega: |
-18.94 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.219 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.85% |
| 1 Month |
|
|
+461.54% |
| 3 Months |
|
|
+397.73% |
| YTD |
|
|
+284.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.219 |
| 1M High / 1M Low: |
0.610 |
0.219 |
| 6M High / 6M Low: |
0.610 |
0.009 |
| High (YTD): |
2024-05-29 |
0.610 |
| Low (YTD): |
2024-03-28 |
0.009 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.438 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.387 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.112 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
359.96% |
| Volatility 6M: |
|
1,781.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
