BVT Call 370 ISRG 20.09.2024
/ DE000VM7NNW3
BVT Call 370 ISRG 20.09.2024/ DE000VM7NNW3 /
| 7/9/2024 8:48:33 AM |
Chg.+0.21 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.72EUR |
+2.80% |
-
Bid Size: - |
-
Ask Size: - |
Intuitive Surgical I... |
370.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM7NNW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Intuitive Surgical Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
370.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/2/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.19 |
| Intrinsic value: |
6.88 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.24 |
| Parity: |
6.88 |
| Time value: |
0.81 |
| Break-even: |
418.52 |
| Moneyness: |
1.20 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
0.39% |
| Delta: |
0.87 |
| Theta: |
-0.14 |
| Omega: |
4.63 |
| Rho: |
0.56 |
Quote data
| Open: |
7.72 |
| High: |
7.72 |
| Low: |
7.72 |
| Previous Close: |
7.51 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.90% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
+64.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.51 |
6.92 |
| 1M High / 1M Low: |
8.11 |
5.81 |
| 6M High / 6M Low: |
8.11 |
2.40 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.94 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.86% |
| Volatility 6M: |
|
170.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
