CW CVRE01MBS20CE (HOSE: CVRE2015)
3,100
Open3,300
High3,500
Low3,100
Highest(Listed)6,000
Lowest(Listed)2,050
Vol166,500
Foreign Buy-
Foreign Sell-
Outst. shares2,000,000
Time to maturity-
Underlying price32,200
Exercise price27,500
Break Even **33,700
S-X *4,700
MoneynessITM
BlackScholes Calculator
Criteria | Value |
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Underlying Price (St) | 32,200 |
Exercise Price (X) | |
Maturity Date | 04/26/2021 |
First trading date | 12/31/2020 |
Compounded Risk-Free Interest Rate | |
Standard Deviation (annualized sigma) | |
Conversion Ratio (n:1) | |
Price of Call CW | |
Price of CW | |
Price of Put CW |
*Standard Deviation: The volatility of the stock's returns in last 1 year
**Vietstock are not responsible for any loss or damage arising out of any person use of or reliance upon this calculator or any information , including but not limited to, any loss or damage due to errors, changes in market factors or any other conditions.
Backtesting
Trading date | Underlying price | Time to maturity | Annualized Sigma | Price of Call CW | Price of CW | Price of Put CW |
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