BVT Call 360 SYK 21.03.2025/  DE000VD9GJ41  /

EUWAX
12/23/2024  10:38:53 AM Chg.+0.49 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
2.27EUR +27.53% -
Bid Size: -
-
Ask Size: -
Stryker Corp 360.00 USD 3/21/2025 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: 3/21/2025
Issue date: 7/8/2024
Last trading day: 3/21/2025
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: 2.27
High: 2.27
Low: 2.27
Previous Close: 1.78
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.36%
1 Month
  -46.59%
3 Months
  -21.45%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.59 1.74
1M High / 1M Low: 4.30 1.74
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.19
Avg. volume 1W:   0.00
Avg. price 1M:   3.33
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   191.71%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -