BVT Call 350 SYK 20.06.2025
/ DE000VD9GKJ7
BVT Call 350 SYK 20.06.2025/ DE000VD9GKJ7 /
| 2024-11-15 8:54:43 AM |
Chg.-0.54 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.09EUR |
-9.59% |
-
Bid Size: - |
-
Ask Size: - |
Stryker Corp |
350.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
VD9GKJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 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: |
6.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.83 |
| Intrinsic value: |
3.81 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.17 |
| Parity: |
3.81 |
| Time value: |
2.05 |
| Break-even: |
391.05 |
| Moneyness: |
1.11 |
| Premium: |
0.06 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
0.51% |
| Delta: |
0.75 |
| Theta: |
-0.08 |
| Omega: |
4.73 |
| Rho: |
1.29 |
Quote data
| Open: |
5.09 |
| High: |
5.09 |
| Low: |
5.09 |
| Previous Close: |
5.63 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.33% |
| 1 Month |
|
|
+32.90% |
| 3 Months |
|
|
+96.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.63 |
4.73 |
| 1M High / 1M Low: |
5.63 |
3.42 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
