BVT Call 340 SYK 21.03.2025
/ DE000VD9GJ82
BVT Call 340 SYK 21.03.2025/ DE000VD9GJ82 /
12/23/2024 8:52:46 AM |
Chg.+0.82 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.83EUR |
+27.24% |
- Bid Size: - |
- Ask Size: - |
Stryker Corp |
340.00 USD |
3/21/2025 |
Call |
Master data
WKN: |
VD9GJ8 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Stryker Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
340.00 USD |
Maturity: |
3/21/2025 |
Issue date: |
7/8/2024 |
Last trading day: |
3/21/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.03 |
Intrinsic value: |
2.55 |
Implied volatility: |
0.30 |
Historic volatility: |
0.18 |
Parity: |
2.55 |
Time value: |
1.09 |
Break-even: |
363.19 |
Moneyness: |
1.08 |
Premium: |
0.03 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.03 |
Spread %: |
0.83% |
Delta: |
0.74 |
Theta: |
-0.11 |
Omega: |
7.14 |
Rho: |
0.53 |
Quote data
Open: |
3.83 |
High: |
3.83 |
Low: |
3.83 |
Previous Close: |
3.01 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.96% |
1 Month |
|
|
-34.64% |
3 Months |
|
|
-7.49% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.03 |
3.01 |
1M High / 1M Low: |
5.91 |
3.01 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.62 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.86 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
151.82% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |