BVT Call 350 SYK 20.09.2024
/ DE000VM8D445
BVT Call 350 SYK 20.09.2024/ DE000VM8D445 /
| 2024-08-02 8:44:45 AM |
Chg.+0.130 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
+44.83% |
-
Bid Size: - |
-
Ask Size: - |
Stryker Corp |
350.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM8D44 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-12 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
54.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
-1.69 |
| Time value: |
0.56 |
| Break-even: |
326.38 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.03 |
| Spread %: |
5.66% |
| Delta: |
0.32 |
| Theta: |
-0.12 |
| Omega: |
17.20 |
| Rho: |
0.12 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.32% |
| 1 Month |
|
|
-36.36% |
| 3 Months |
|
|
-58.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.290 |
| 1M High / 1M Low: |
1.020 |
0.290 |
| 6M High / 6M Low: |
3.140 |
0.290 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.558 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.722 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.665 |
| Avg. volume 6M: |
|
7.087 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
446.07% |
| Volatility 6M: |
|
241.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
