BVT Call 340 ISRG 20.09.2024
/ DE000VM7NNP7
BVT Call 340 ISRG 20.09.2024/ DE000VM7NNP7 /
| 2024-08-02 8:42:20 AM |
Chg.+0.54 |
Bid1:40:56 PM |
Ask1:40:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.64EUR |
+5.35% |
10.51
Bid Size: 3,000 |
10.70
Ask Size: 3,000 |
Intuitive Surgical I... |
340.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7NNP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Intuitive Surgical Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.44 |
| Intrinsic value: |
10.29 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.26 |
| Parity: |
10.29 |
| Time value: |
0.46 |
| Break-even: |
422.71 |
| Moneyness: |
1.33 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
0.28% |
| Delta: |
0.93 |
| Theta: |
-0.15 |
| Omega: |
3.61 |
| Rho: |
0.38 |
Quote data
| Open: |
10.64 |
| High: |
10.64 |
| Low: |
10.64 |
| Previous Close: |
10.10 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.35% |
| 1 Month |
|
|
+8.02% |
| 3 Months |
|
|
+116.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.10 |
9.10 |
| 1M High / 1M Low: |
11.62 |
8.52 |
| 6M High / 6M Low: |
11.62 |
4.87 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.52 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.88% |
| Volatility 6M: |
|
103.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
