CW VPB/3M/SSI/C/EU/Cash-03 (HOSE: CVPB2004)
Trading suspension
150
-10 (-6.25%)
05/12/2020 15:00
Open190
High190
Low60
Highest(Listed)2,600
Lowest(Listed)10
Vol751,470
Foreign Buy-
Foreign Sell-
Outst. shares3,000,000
Time to maturity-
Underlying price24,050
Exercise price24,000
Break Even **24,150
S-X *50
MoneynessITM
BlackScholes Calculator
| Criteria | Value |
|---|---|
| Underlying Price (St) | 24,050 |
| Exercise Price (X) | |
| Maturity Date | 05/14/2020 |
| First trading date | 03/13/2020 |
| 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 |
|---|
