BVT Call 420 SYK 20.12.2024/  DE000VD3VZH1  /

Frankfurt Zert./VONT
2024-06-14  7:56:16 PM Chg.-0.020 Bid9:59:08 PM Ask9:59:08 PM Underlying Strike price Expiration date Option type
0.300EUR -6.25% -
Bid Size: -
-
Ask Size: -
Stryker Corp 420.00 USD 2024-12-20 Call
 

Master data

WKN: VD3VZH
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Stryker Corp
Type: Warrant
Option type: Call
Strike price: 420.00 USD
Maturity: 2024-12-20
Issue date: 2024-04-11
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 92.08
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.18
Parity: -7.01
Time value: 0.35
Break-even: 395.85
Moneyness: 0.82
Premium: 0.23
Premium p.a.: 0.49
Spread abs.: 0.03
Spread %: 9.38%
Delta: 0.14
Theta: -0.03
Omega: 13.31
Rho: 0.22
 

Quote data

Open: 0.280
High: 0.300
Low: 0.280
Previous Close: 0.320
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -23.08%
1 Month  
+38.25%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.300
1M High / 1M Low: 0.390 0.178
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.326
Avg. volume 1W:   0.000
Avg. price 1M:   0.284
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   155.50%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -