CW CREE01MBS20CE (HOSE: CREE2004)
4,100
Open4,100
High4,100
Low4,100
Highest(Listed)4,390
Lowest(Listed)1,440
Vol10
Foreign Buy-
Foreign Sell-
Outst. shares1,500,000
Time to maturity-
Underlying price41,800
Exercise price29,500
Break Even **41,800
S-X *12,300
MoneynessITM
BlackScholes Calculator
Criteria | Value |
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Underlying Price (St) | 41,800 |
Exercise Price (X) | |
Maturity Date | 10/23/2020 |
First trading date | 07/14/2020 |
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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