BVT Call 290 SYK 20.09.2024
/ DE000VM76JT7
BVT Call 290 SYK 20.09.2024/ DE000VM76JT7 /
| 8/2/2024 8:12:51 AM |
Chg.+0.41 |
Bid7:46:37 PM |
Ask7:46:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.22EUR |
+10.76% |
3.97
Bid Size: 19,000 |
4.00
Ask Size: 19,000 |
Stryker Corp |
290.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM76JT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
290.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/9/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.15 |
| Intrinsic value: |
4.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.19 |
| Parity: |
4.00 |
| Time value: |
0.41 |
| Break-even: |
312.96 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
0.68% |
| Delta: |
0.87 |
| Theta: |
-0.11 |
| Omega: |
6.12 |
| Rho: |
0.30 |
Quote data
| Open: |
4.22 |
| High: |
4.22 |
| Low: |
4.22 |
| Previous Close: |
3.81 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.20% |
| 1 Month |
|
|
-12.08% |
| 3 Months |
|
|
-10.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.59 |
3.50 |
| 1M High / 1M Low: |
5.19 |
3.50 |
| 6M High / 6M Low: |
7.40 |
3.50 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.72 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.13% |
| Volatility 6M: |
|
101.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
