BVT Call 360 SYK 20.12.2024
/ DE000VD3R9P1
BVT Call 360 SYK 20.12.2024/ DE000VD3R9P1 /
| 08/07/2024 19:45:32 |
Chg.-0.060 |
Bid09:10:09 |
Ask09:10:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.180EUR |
-4.84% |
1.160
Bid Size: 4,000 |
1.220
Ask Size: 4,000 |
Stryker Corp |
360.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
-2.39 |
| Time value: |
1.19 |
| Break-even: |
344.29 |
| Moneyness: |
0.93 |
| Premium: |
0.12 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.03 |
| Spread %: |
2.59% |
| Delta: |
0.38 |
| Theta: |
-0.07 |
| Omega: |
9.96 |
| Rho: |
0.48 |
Quote data
| Open: |
1.310 |
| High: |
1.310 |
| Low: |
1.180 |
| Previous Close: |
1.240 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.31% |
| 1 Month |
|
|
-40.10% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.240 |
1.100 |
| 1M High / 1M Low: |
2.040 |
1.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.162 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.503 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
