BVT Call 350 SYK 20.12.2024
/ DE000VD3R9Q9
BVT Call 350 SYK 20.12.2024/ DE000VD3R9Q9 /
| 15/11/2024 08:47:00 |
Chg.-0.64 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.39EUR |
-15.88% |
-
Bid Size: - |
-
Ask Size: - |
Stryker Corp |
350.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.91 |
| Intrinsic value: |
3.81 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.17 |
| Parity: |
3.81 |
| Time value: |
0.38 |
| Break-even: |
374.35 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
0.72% |
| Delta: |
0.86 |
| Theta: |
-0.15 |
| Omega: |
7.63 |
| Rho: |
0.26 |
Quote data
| Open: |
3.39 |
| High: |
3.39 |
| Low: |
3.39 |
| Previous Close: |
4.03 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.31% |
| 1 Month |
|
|
+57.67% |
| 3 Months |
|
|
+177.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.03 |
2.94 |
| 1M High / 1M Low: |
4.03 |
1.67 |
| 6M High / 6M Low: |
4.03 |
0.97 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.02 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
278.84% |
| Volatility 6M: |
|
190.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
