BVT Put 64 CVS 21.06.2024
/ DE000VU9KXY0
BVT Put 64 CVS 21.06.2024/ DE000VU9KXY0 /
| 2024-05-22 8:57:16 AM |
Chg.- |
Bid8:03:33 AM |
Ask8:03:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
- |
0.620
Bid Size: 10,000 |
0.660
Ask Size: 10,000 |
CVS Health Corporati... |
64.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VU9KXY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CVS Health Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
64.00 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: |
-8.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.27 |
| Parity: |
0.61 |
| Time value: |
0.01 |
| Break-even: |
52.92 |
| Moneyness: |
1.11 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
1.64% |
| Delta: |
-0.87 |
| Theta: |
-0.01 |
| Omega: |
-7.40 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.620 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.68% |
| 1 Month |
|
|
+665.43% |
| 3 Months |
|
|
+1027.27% |
| YTD |
|
|
+566.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.580 |
| 1M High / 1M Low: |
0.850 |
0.081 |
| 6M High / 6M Low: |
0.850 |
0.022 |
| High (YTD): |
2024-05-09 |
0.850 |
| Low (YTD): |
2024-03-28 |
0.022 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.626 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.539 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.180 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,781.98% |
| Volatility 6M: |
|
766.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
