BVT Call 350 SYK 20.12.2024
/ DE000VD3R9Q9
BVT Call 350 SYK 20.12.2024/ DE000VD3R9Q9 /
| 2024-11-19 4:52:02 PM |
Chg.-0.200 |
Bid6:28:08 PM |
Ask6:28:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.100EUR |
-4.65% |
4.070
Bid Size: 15,000 |
4.100
Ask Size: 15,000 |
Stryker Corp |
350.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD3R9Q |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.81 |
| Intrinsic value: |
3.72 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.17 |
| Parity: |
3.72 |
| Time value: |
0.35 |
| Break-even: |
371.06 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
0.74% |
| Delta: |
0.87 |
| Theta: |
-0.15 |
| Omega: |
7.83 |
| Rho: |
0.24 |
Quote data
| Open: |
4.040 |
| High: |
4.100 |
| Low: |
4.040 |
| Previous Close: |
4.300 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.33% |
| 1 Month |
|
|
+46.43% |
| 3 Months |
|
|
+184.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.300 |
3.750 |
| 1M High / 1M Low: |
4.300 |
1.730 |
| 6M High / 6M Low: |
4.300 |
0.960 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.102 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.778 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.065 |
| Avg. volume 6M: |
|
13.740 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
194.18% |
| Volatility 6M: |
|
163.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
