BVT Call 370 SYK 21.03.2025
/ DE000VD9GK30
BVT Call 370 SYK 21.03.2025/ DE000VD9GK30 /
| 2024-12-23 9:22:10 AM |
Chg.+0.47 |
Bid5:15:38 PM |
Ask5:15:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.77EUR |
+36.15% |
1.52
Bid Size: 28,000 |
1.55
Ask Size: 28,000 |
Stryker Corp |
370.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
VD9GK3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
370.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-07-08 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
-0.52 |
| Time value: |
1.59 |
| Break-even: |
370.53 |
| Moneyness: |
0.99 |
| Premium: |
0.06 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.03 |
| Spread %: |
1.92% |
| Delta: |
0.50 |
| Theta: |
-0.11 |
| Omega: |
10.96 |
| Rho: |
0.38 |
Quote data
| Open: |
1.77 |
| High: |
1.77 |
| Low: |
1.77 |
| Previous Close: |
1.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.55% |
| 1 Month |
|
|
-49.57% |
| 3 Months |
|
|
-21.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.20 |
1.30 |
| 1M High / 1M Low: |
3.56 |
1.30 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.78 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.73 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
