BVT Call 320 SYK 20.12.2024
/ DE000VD56BG2
BVT Call 320 SYK 20.12.2024/ DE000VD56BG2 /
| 2024-11-18 8:41:06 AM |
Chg.+0.84 |
Bid9:59:27 AM |
Ask9:59:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.93EUR |
+13.79% |
6.85
Bid Size: 2,000 |
6.96
Ask Size: 2,000 |
Stryker Corp |
320.00 USD |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-05-16 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.73 |
| Intrinsic value: |
6.65 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.17 |
| Parity: |
6.65 |
| Time value: |
0.33 |
| Break-even: |
373.51 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
0.43% |
| Delta: |
0.91 |
| Theta: |
-0.17 |
| Omega: |
4.84 |
| Rho: |
0.24 |
Quote data
| Open: |
6.93 |
| High: |
6.93 |
| Low: |
6.93 |
| Previous Close: |
6.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.75% |
| 1 Month |
|
|
+60.42% |
| 3 Months |
|
|
+144.01% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.80 |
5.60 |
| 1M High / 1M Low: |
6.80 |
3.82 |
| 6M High / 6M Low: |
6.80 |
2.18 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.31% |
| Volatility 6M: |
|
129.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
