BVT Call 340 ISRG 21.06.2024
/ DE000VM3TG95
BVT Call 340 ISRG 21.06.2024/ DE000VM3TG95 /
| 2024-06-17 8:48:38 AM |
Chg.+0.33 |
Bid4:24:15 PM |
Ask4:24:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.20EUR |
+4.19% |
8.11
Bid Size: 6,000 |
8.13
Ask Size: 6,000 |
Intuitive Surgical I... |
340.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM3TG9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Intuitive Surgical Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 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: |
4.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.03 |
| Intrinsic value: |
8.01 |
| Implied volatility: |
1.41 |
| Historic volatility: |
0.25 |
| Parity: |
8.01 |
| Time value: |
0.16 |
| Break-even: |
399.38 |
| Moneyness: |
1.25 |
| Premium: |
0.00 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.02 |
| Spread %: |
0.25% |
| Delta: |
0.95 |
| Theta: |
-0.84 |
| Omega: |
4.60 |
| Rho: |
0.03 |
Quote data
| Open: |
8.20 |
| High: |
8.20 |
| Low: |
8.20 |
| Previous Close: |
7.87 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.66% |
| 1 Month |
|
|
+48.82% |
| 3 Months |
|
|
+28.93% |
| YTD |
|
|
+152.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.29 |
7.41 |
| 1M High / 1M Low: |
8.29 |
5.48 |
| 6M High / 6M Low: |
8.29 |
2.32 |
| High (YTD): |
2024-06-13 |
8.29 |
| Low (YTD): |
2024-01-05 |
2.32 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.21 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.48% |
| Volatility 6M: |
|
182.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
