BVT Call 340 SYK 20.06.2025
/ DE000VD9GKE8
BVT Call 340 SYK 20.06.2025/ DE000VD9GKE8 /
| 2024-12-27 5:05:26 PM |
Chg.-0.180 |
Bid7:41:57 PM |
Ask7:41:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.320EUR |
-4.00% |
4.360
Bid Size: 19,000 |
4.390
Ask Size: 19,000 |
Stryker Corp |
340.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
VD9GKE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 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: |
7.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.76 |
| Intrinsic value: |
2.82 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.18 |
| Parity: |
2.82 |
| Time value: |
1.72 |
| Break-even: |
371.64 |
| Moneyness: |
1.09 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
0.67% |
| Delta: |
0.73 |
| Theta: |
-0.08 |
| Omega: |
5.67 |
| Rho: |
1.02 |
Quote data
| Open: |
4.480 |
| High: |
4.480 |
| Low: |
4.320 |
| Previous Close: |
4.500 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.35% |
| 1 Month |
|
|
-32.18% |
| 3 Months |
|
|
+0.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.500 |
4.180 |
| 1M High / 1M Low: |
6.610 |
4.040 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.340 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.485 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
