BVT Call 360 SYK 20.12.2024
/ DE000VD3R9P1
BVT Call 360 SYK 20.12.2024/ DE000VD3R9P1 /
| 11/15/2024 8:47:00 AM |
Chg.- |
Bid10:15:52 AM |
Ask10:15:52 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.54EUR |
- |
3.27
Bid Size: 2,000 |
3.37
Ask Size: 2,000 |
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: |
11.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.99 |
| Intrinsic value: |
2.85 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.17 |
| Parity: |
2.85 |
| Time value: |
0.46 |
| Break-even: |
374.78 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
0.91% |
| Delta: |
0.82 |
| Theta: |
-0.17 |
| Omega: |
9.17 |
| Rho: |
0.24 |
Quote data
| Open: |
2.54 |
| High: |
2.54 |
| Low: |
2.54 |
| Previous Close: |
3.15 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.14% |
| 1 Month |
|
|
+61.78% |
| 3 Months |
|
|
+188.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.15 |
2.15 |
| 1M High / 1M Low: |
3.15 |
1.12 |
| 6M High / 6M Low: |
3.15 |
0.72 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.58 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.53 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
341.32% |
| Volatility 6M: |
|
217.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
