BVT Call 310 ISRG 21.06.2024
/ DE000VM3TG04
BVT Call 310 ISRG 21.06.2024/ DE000VM3TG04 /
| 2024-06-17 8:48:37 AM |
Chg.+0.33 |
Bid7:32:50 PM |
Ask7:32:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.00EUR |
+3.09% |
11.35
Bid Size: 6,000 |
11.38
Ask Size: 6,000 |
Intuitive Surgical I... |
310.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM3TG0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Intuitive Surgical Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
310.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.83 |
| Intrinsic value: |
10.82 |
| Implied volatility: |
1.86 |
| Historic volatility: |
0.25 |
| Parity: |
10.82 |
| Time value: |
0.15 |
| Break-even: |
399.35 |
| Moneyness: |
1.37 |
| Premium: |
0.00 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.02 |
| Spread %: |
0.18% |
| Delta: |
0.96 |
| Theta: |
-0.89 |
| Omega: |
3.48 |
| Rho: |
0.03 |
Quote data
| Open: |
11.00 |
| High: |
11.00 |
| Low: |
11.00 |
| Previous Close: |
10.67 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.95% |
| 1 Month |
|
|
+33.98% |
| 3 Months |
|
|
+22.22% |
| YTD |
|
|
+122.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.06 |
10.19 |
| 1M High / 1M Low: |
11.06 |
8.21 |
| 6M High / 6M Low: |
11.06 |
3.83 |
| High (YTD): |
2024-06-13 |
11.06 |
| Low (YTD): |
2024-01-05 |
3.83 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.55 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.54% |
| Volatility 6M: |
|
133.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
