BVT Put 280 SYK 20.09.2024
/ DE000VM7NTK5
BVT Put 280 SYK 20.09.2024/ DE000VM7NTK5 /
2024-06-25 4:44:13 PM |
Chg.-0.001 |
Bid5:43:21 PM |
Ask5:43:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.074EUR |
-1.33% |
0.079 Bid Size: 34,000 |
0.102 Ask Size: 34,000 |
Stryker Corp |
280.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
VM7NTK |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Stryker Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
280.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-02 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-332.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.19 |
Parity: |
-5.50 |
Time value: |
0.10 |
Break-even: |
259.95 |
Moneyness: |
0.83 |
Premium: |
0.18 |
Premium p.a.: |
0.98 |
Spread abs.: |
0.02 |
Spread %: |
33.80% |
Delta: |
-0.05 |
Theta: |
-0.02 |
Omega: |
-17.55 |
Rho: |
-0.04 |
Quote data
Open: |
0.070 |
High: |
0.074 |
Low: |
0.067 |
Previous Close: |
0.075 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+19.35% |
1 Month |
|
|
-45.99% |
3 Months |
|
|
-75.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.083 |
0.056 |
1M High / 1M Low: |
0.130 |
0.056 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.071 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.091 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
302.63% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |