BVT Call 330 ISRG 20.09.2024
/ DE000VM72YM0
BVT Call 330 ISRG 20.09.2024/ DE000VM72YM0 /
| 2024-08-02 8:41:27 AM |
Chg.+0.45 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.55EUR |
+4.05% |
-
Bid Size: - |
-
Ask Size: - |
Intuitive Surgical I... |
330.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM72YM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Intuitive Surgical Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
330.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-08 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.12 |
| Intrinsic value: |
10.97 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.25 |
| Parity: |
10.97 |
| Time value: |
0.44 |
| Break-even: |
416.55 |
| Moneyness: |
1.36 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
0.26% |
| Delta: |
0.93 |
| Theta: |
-0.15 |
| Omega: |
3.37 |
| Rho: |
0.36 |
Quote data
| Open: |
11.55 |
| High: |
11.55 |
| Low: |
11.55 |
| Previous Close: |
11.10 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.38% |
| 1 Month |
|
|
+7.14% |
| 3 Months |
|
|
+87.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.55 |
9.99 |
| 1M High / 1M Low: |
12.51 |
9.40 |
| 6M High / 6M Low: |
12.51 |
5.53 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.32 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.24% |
| Volatility 6M: |
|
95.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
