BVT Call 320 SYK 20.12.2024
/ DE000VD56BG2
BVT Call 320 SYK 20.12.2024/ DE000VD56BG2 /
9/11/2024 8:42:40 AM |
Chg.+0.05 |
Bid10:00:04 PM |
Ask10:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.85EUR |
+1.04% |
- Bid Size: - |
- Ask Size: - |
Stryker Corp |
320.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
VD56BG |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Stryker Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
320.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
5/16/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.46 |
Intrinsic value: |
4.09 |
Implied volatility: |
0.33 |
Historic volatility: |
0.19 |
Parity: |
4.09 |
Time value: |
0.89 |
Break-even: |
340.17 |
Moneyness: |
1.14 |
Premium: |
0.03 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.03 |
Spread %: |
0.61% |
Delta: |
0.82 |
Theta: |
-0.10 |
Omega: |
5.44 |
Rho: |
0.61 |
Quote data
Open: |
4.85 |
High: |
4.85 |
Low: |
4.85 |
Previous Close: |
4.80 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.74% |
1 Month |
|
|
+90.20% |
3 Months |
|
|
+13.05% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.80 |
4.33 |
1M High / 1M Low: |
4.80 |
2.45 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.55 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.82 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
73.91% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |