BVT Call 360 SYK 21.03.2025
/ DE000VD9GJ41
BVT Call 360 SYK 21.03.2025/ DE000VD9GJ41 /
| 23/12/2024 19:51:50 |
Chg.+0.160 |
Bid21:59:57 |
Ask21:59:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.190EUR |
+7.88% |
-
Bid Size: - |
-
Ask Size: - |
Stryker Corp |
360.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
VD9GJ4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
08/07/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.56 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
0.44 |
| Time value: |
1.71 |
| Break-even: |
366.55 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.03 |
| Spread %: |
1.42% |
| Delta: |
0.58 |
| Theta: |
-0.11 |
| Omega: |
9.51 |
| Rho: |
0.44 |
Quote data
| Open: |
2.360 |
| High: |
2.360 |
| Low: |
2.060 |
| Previous Close: |
2.030 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.89% |
| 1 Month |
|
|
-42.37% |
| 3 Months |
|
|
-24.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.840 |
1.860 |
| 1M High / 1M Low: |
4.270 |
1.860 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.324 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.327 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
