BVT Call 330 SYK 20.12.2024
/ DE000VD4LK38
BVT Call 330 SYK 20.12.2024/ DE000VD4LK38 /
| 7/9/2024 5:04:53 PM |
Chg.-0.050 |
Bid5:23:46 PM |
Ask5:23:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.540EUR |
-1.93% |
2.590
Bid Size: 25,000 |
2.620
Ask Size: 25,000 |
Stryker Corp |
330.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD4LK3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
330.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
4/22/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.96 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
0.38 |
| Time value: |
2.16 |
| Break-even: |
330.09 |
| Moneyness: |
1.01 |
| Premium: |
0.07 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.03 |
| Spread %: |
1.20% |
| Delta: |
0.60 |
| Theta: |
-0.08 |
| Omega: |
7.29 |
| Rho: |
0.72 |
Quote data
| Open: |
2.530 |
| High: |
2.540 |
| Low: |
2.530 |
| Previous Close: |
2.590 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.60% |
| 1 Month |
|
|
-30.98% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.680 |
2.430 |
| 1M High / 1M Low: |
3.840 |
2.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.554 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.063 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
