BVT Call 360 SYK 20.12.2024
/ DE000VD3R9P1
BVT Call 360 SYK 20.12.2024/ DE000VD3R9P1 /
| 11/14/2024 7:41:44 PM |
Chg.-0.030 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.270EUR |
-0.91% |
-
Bid Size: - |
-
Ask Size: - |
Stryker Corp |
360.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD3R9P |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
4/10/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.85 |
| Intrinsic value: |
2.68 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.17 |
| Parity: |
2.68 |
| Time value: |
0.49 |
| Break-even: |
372.42 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
0.96% |
| Delta: |
0.81 |
| Theta: |
-0.15 |
| Omega: |
9.39 |
| Rho: |
0.26 |
Quote data
| Open: |
3.180 |
| High: |
3.420 |
| Low: |
3.180 |
| Previous Close: |
3.300 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+95.81% |
| 1 Month |
|
|
+109.62% |
| 3 Months |
|
|
+308.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.300 |
1.670 |
| 1M High / 1M Low: |
3.300 |
1.220 |
| 6M High / 6M Low: |
3.300 |
0.690 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.468 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.828 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.513 |
| Avg. volume 6M: |
|
79.545 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
244.43% |
| Volatility 6M: |
|
184.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
