BVT Put 64 CVS 21.06.2024
/ DE000VU9KXY0
BVT Put 64 CVS 21.06.2024/ DE000VU9KXY0 /
2024-06-19 8:56:36 AM |
Chg.+0.010 |
Bid8:00:02 PM |
Ask8:00:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.290EUR |
+3.57% |
- Bid Size: - |
- Ask Size: - |
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: |
-19.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.28 |
Intrinsic value: |
0.28 |
Implied volatility: |
0.53 |
Historic volatility: |
0.27 |
Parity: |
0.28 |
Time value: |
0.01 |
Break-even: |
56.70 |
Moneyness: |
1.05 |
Premium: |
0.00 |
Premium p.a.: |
0.45 |
Spread abs.: |
0.01 |
Spread %: |
3.57% |
Delta: |
-0.88 |
Theta: |
-0.11 |
Omega: |
-17.28 |
Rho: |
0.00 |
Quote data
Open: |
0.290 |
High: |
0.290 |
Low: |
0.290 |
Previous Close: |
0.280 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-27.50% |
1 Month |
|
|
-50.00% |
3 Months |
|
|
+806.25% |
YTD |
|
|
+211.83% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.400 |
0.280 |
1M High / 1M Low: |
1.000 |
0.250 |
6M High / 6M Low: |
1.000 |
0.022 |
High (YTD): |
2024-05-30 |
1.000 |
Low (YTD): |
2024-03-28 |
0.022 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.326 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.515 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.225 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
336.11% |
Volatility 6M: |
|
772.01% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |