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BVT Call 370 ISRG 21.06.2024/  DE000VM5XHX6  /

Frankfurt Zert./VONT
2024-06-17  10:15:03 AM Chg.+0.100 Bid10:34:25 AM Ask10:34:25 AM Underlying Strike price Expiration date Option type
5.420EUR +1.88% 5.420
Bid Size: 2,000		 5.700
Ask Size: 2,000		 Intuitive Surgical I... 370.00 USD 2024-06-21 Call
 

Master data

WKN: VM5XHX
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Intuitive Surgical Inc
Type: Warrant
Option type: Call
Strike price: 370.00 USD
Maturity: 2024-06-21
Issue date: 2023-11-24
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.39
Leverage: Yes

Calculated values

Fair value: 5.23
Intrinsic value: 5.21
Implied volatility: 0.99
Historic volatility: 0.25
Parity: 5.21
Time value: 0.17
Break-even: 399.51
Moneyness: 1.15
Premium: 0.00
Premium p.a.: 0.47
Spread abs.: 0.02
Spread %: 0.37%
Delta: 0.92
Theta: -0.79
Omega: 6.81
Rho: 0.03
 

Quote data

Open: 5.420
High: 5.420
Low: 5.420
Previous Close: 5.320
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+22.90%
1 Month  
+77.70%
3 Months  
+34.49%
YTD  
+180.83%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.350 4.410
1M High / 1M Low: 5.350 3.050
6M High / 6M Low: 5.350 1.380
High (YTD): 2024-06-12 5.350
Low (YTD): 2024-01-05 1.380
52W High: - -
52W Low: - -
Avg. price 1W:   4.990
Avg. volume 1W:   0.000
Avg. price 1M:   3.876
Avg. volume 1M:   0.000
Avg. price 6M:   3.158
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   156.56%
Volatility 6M:   209.33%
Volatility 1Y:   -
Volatility 3Y:   -