BVT Call 360 SYK 20.12.2024
/ DE000VD3R9P1
BVT Call 360 SYK 20.12.2024/ DE000VD3R9P1 /
| 11/10/2024 10:12:41 |
Chg.- |
Bid08:12:50 |
Ask08:12:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.28EUR |
- |
1.39
Bid Size: 2,200 |
1.46
Ask Size: 2,200 |
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: |
23.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
-0.40 |
| Time value: |
1.41 |
| Break-even: |
343.67 |
| Moneyness: |
0.99 |
| Premium: |
0.06 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.03 |
| Spread %: |
2.17% |
| Delta: |
0.50 |
| Theta: |
-0.13 |
| Omega: |
11.58 |
| Rho: |
0.27 |
Quote data
| Open: |
1.28 |
| High: |
1.28 |
| Low: |
1.28 |
| Previous Close: |
1.19 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.79% |
| 1 Month |
|
|
-44.83% |
| 3 Months |
|
|
+3.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.28 |
1.03 |
| 1M High / 1M Low: |
2.48 |
1.03 |
| 6M High / 6M Low: |
2.48 |
0.72 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.49 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.92% |
| Volatility 6M: |
|
184.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
