BVT Call 330 SYK 20.06.2025
/ DE000VD9GJM3
BVT Call 330 SYK 20.06.2025/ DE000VD9GJM3 /
| 2024-12-27 8:52:23 AM |
Chg.-0.20 |
Bid7:31:27 PM |
Ask7:31:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.20EUR |
-3.70% |
5.04
Bid Size: 18,000 |
5.07
Ask Size: 18,000 |
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: |
6.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.52 |
| Intrinsic value: |
3.78 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.18 |
| Parity: |
3.78 |
| Time value: |
1.48 |
| Break-even: |
369.24 |
| Moneyness: |
1.12 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
0.57% |
| Delta: |
0.77 |
| Theta: |
-0.08 |
| Omega: |
5.18 |
| Rho: |
1.06 |
Quote data
| Open: |
5.20 |
| High: |
5.20 |
| Low: |
5.20 |
| Previous Close: |
5.40 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.29% |
| 1 Month |
|
|
-28.86% |
| 3 Months |
|
|
+2.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.40 |
4.55 |
| 1M High / 1M Low: |
7.47 |
4.55 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
