BVT Call 330 SYK 20.06.2025
/ DE000VD9GJM3
BVT Call 330 SYK 20.06.2025/ DE000VD9GJM3 /
2024-09-11 11:42:20 AM |
Chg.+0.08 |
Bid9:07:02 PM |
Ask9:07:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.52EUR |
+1.47% |
5.64 Bid Size: 20,000 |
5.67 Ask Size: 20,000 |
Stryker Corp |
330.00 USD |
2025-06-20 |
Call |
Master data
WKN: |
VD9GJM |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Stryker Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
330.00 USD |
Maturity: |
2025-06-20 |
Issue date: |
2024-07-08 |
Last trading day: |
2025-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.60 |
Intrinsic value: |
3.18 |
Implied volatility: |
0.30 |
Historic volatility: |
0.19 |
Parity: |
3.18 |
Time value: |
2.41 |
Break-even: |
355.35 |
Moneyness: |
1.11 |
Premium: |
0.07 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.03 |
Spread %: |
0.54% |
Delta: |
0.73 |
Theta: |
-0.07 |
Omega: |
4.35 |
Rho: |
1.44 |
Quote data
Open: |
5.52 |
High: |
5.52 |
Low: |
5.38 |
Previous Close: |
5.44 |
Turnover: |
1,635 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.60% |
1 Month |
|
|
+64.29% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.44 |
4.99 |
1M High / 1M Low: |
5.44 |
3.25 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.21 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.56 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
57.23% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |