BVT Call 350 SYK 21.03.2025
/ DE000VD9GKC2
BVT Call 350 SYK 21.03.2025/ DE000VD9GKC2 /
| 2024-11-19 7:52:13 PM |
Chg.-0.040 |
Bid8:18:40 PM |
Ask8:18:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.110EUR |
-0.78% |
5.050
Bid Size: 17,000 |
5.080
Ask Size: 17,000 |
Stryker Corp |
350.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
VD9GKC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-07-08 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.26 |
| Intrinsic value: |
3.72 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.17 |
| Parity: |
3.72 |
| Time value: |
1.22 |
| Break-even: |
379.76 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
0.61% |
| Delta: |
0.78 |
| Theta: |
-0.10 |
| Omega: |
5.79 |
| Rho: |
0.79 |
Quote data
| Open: |
4.920 |
| High: |
5.110 |
| Low: |
4.910 |
| Previous Close: |
5.150 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.57% |
| 1 Month |
|
|
+38.48% |
| 3 Months |
|
|
+128.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.150 |
4.580 |
| 1M High / 1M Low: |
5.150 |
2.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.938 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.702 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
