BVT Put 75 CVS 21.06.2024
/ DE000VM04GT5
BVT Put 75 CVS 21.06.2024/ DE000VM04GT5 /
| 2024-05-22 8:57:29 AM |
Chg.+0.01 |
Bid7:31:33 PM |
Ask7:31:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.63EUR |
+0.62% |
1.63
Bid Size: 96,000 |
1.64
Ask Size: 96,000 |
CVS Health Corporati... |
75.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM04GT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CVS Health Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-14 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.63 |
| Intrinsic value: |
1.63 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.27 |
| Parity: |
1.63 |
| Time value: |
0.01 |
| Break-even: |
52.70 |
| Moneyness: |
1.31 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.61% |
| Delta: |
-0.92 |
| Theta: |
-0.02 |
| Omega: |
-2.96 |
| Rho: |
-0.05 |
Quote data
| Open: |
1.63 |
| High: |
1.63 |
| Low: |
1.63 |
| Previous Close: |
1.62 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.86% |
| 1 Month |
|
|
+201.85% |
| 3 Months |
|
|
+526.92% |
| YTD |
|
|
+425.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.75 |
1.58 |
| 1M High / 1M Low: |
1.88 |
0.54 |
| 6M High / 6M Low: |
1.88 |
0.16 |
| High (YTD): |
2024-05-09 |
1.88 |
| Low (YTD): |
2024-03-27 |
0.16 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.66 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.57 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
465.81% |
| Volatility 6M: |
|
275.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
