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BVT Call 65 CVS 21.06.2024/  DE000VM04F83  /

Frankfurt Zert./VONT
2024-06-10  10:34:46 AM Chg.-0.001 Bid10:34:46 AM Ask10:34:46 AM Underlying Strike price Expiration date Option type
0.021EUR -4.55% 0.021
Bid Size: 27,000		 0.031
Ask Size: 27,000		 CVS Health Corporati... 65.00 USD 2024-06-21 Call
 

Master data

WKN: VM04F8
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: CVS Health Corporation
Type: Warrant
Option type: Call
Strike price: 65.00 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: 173.69
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.28
Parity: -0.30
Time value: 0.03
Break-even: 60.63
Moneyness: 0.95
Premium: 0.06
Premium p.a.: 5.47
Spread abs.: 0.01
Spread %: 43.48%
Delta: 0.19
Theta: -0.04
Omega: 33.47
Rho: 0.00
 

Quote data

Open: 0.021
High: 0.021
Low: 0.021
Previous Close: 0.022
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+16.67%
1 Month  
+162.50%
3 Months
  -98.04%
YTD
  -98.54%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.022 0.012
1M High / 1M Low: 0.022 0.005
6M High / 6M Low: 1.680 0.005
High (YTD): 2024-01-05 1.680
Low (YTD): 2024-05-28 0.005
52W High: - -
52W Low: - -
Avg. price 1W:   0.017
Avg. volume 1W:   0.000
Avg. price 1M:   0.011
Avg. volume 1M:   0.000
Avg. price 6M:   0.857
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   583.50%
Volatility 6M:   304.29%
Volatility 1Y:   -
Volatility 3Y:   -