BVT Call 330 SYK 21.03.2025
/ DE000VD9GJ74
BVT Call 330 SYK 21.03.2025/ DE000VD9GJ74 /
| 19/11/2024 16:52:04 |
Chg.-0.220 |
Bid19:28:54 |
Ask19:28:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.580EUR |
-3.24% |
6.660
Bid Size: 16,000 |
6.690
Ask Size: 16,000 |
Stryker Corp |
330.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
VD9GJ7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
330.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
08/07/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.97 |
| Intrinsic value: |
5.61 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.17 |
| Parity: |
5.61 |
| Time value: |
0.95 |
| Break-even: |
377.08 |
| Moneyness: |
1.18 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
0.46% |
| Delta: |
0.84 |
| Theta: |
-0.09 |
| Omega: |
4.72 |
| Rho: |
0.82 |
Quote data
| Open: |
6.560 |
| High: |
6.580 |
| Low: |
6.540 |
| Previous Close: |
6.800 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.45% |
| 1 Month |
|
|
+29.27% |
| 3 Months |
|
|
+97.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.800 |
6.240 |
| 1M High / 1M Low: |
6.800 |
3.830 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.582 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.132 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
