BVT Call 360 SYK 20.12.2024
/ DE000VD3R9P1
BVT Call 360 SYK 20.12.2024/ DE000VD3R9P1 /
| 2024-09-25 7:45:07 PM |
Chg.0.000 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.630EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Stryker Corp |
360.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD3R9P |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
0.09 |
| Time value: |
1.64 |
| Break-even: |
338.99 |
| Moneyness: |
1.00 |
| Premium: |
0.05 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.03 |
| Spread %: |
1.76% |
| Delta: |
0.56 |
| Theta: |
-0.10 |
| Omega: |
10.42 |
| Rho: |
0.38 |
Quote data
| Open: |
1.630 |
| High: |
1.720 |
| Low: |
1.620 |
| Previous Close: |
1.630 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.87% |
| 1 Month |
|
|
+4.49% |
| 3 Months |
|
|
+13.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.060 |
1.630 |
| 1M High / 1M Low: |
2.530 |
1.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.856 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.950 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
