BVT Call 370 SYK 21.03.2025
/ DE000VD9GK30
BVT Call 370 SYK 21.03.2025/ DE000VD9GK30 /
| 11/19/2024 2:24:15 PM |
Chg.+0.50 |
Bid7:00:21 PM |
Ask7:00:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.38EUR |
+17.36% |
3.48
Bid Size: 19,000 |
3.51
Ask Size: 19,000 |
Stryker Corp |
370.00 USD |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
7/8/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.76 |
| Intrinsic value: |
1.83 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
1.83 |
| Time value: |
1.64 |
| Break-even: |
383.93 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
0.87% |
| Delta: |
0.68 |
| Theta: |
-0.10 |
| Omega: |
7.22 |
| Rho: |
0.72 |
Quote data
| Open: |
3.38 |
| High: |
3.38 |
| Low: |
3.38 |
| Previous Close: |
2.88 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.55% |
| 1 Month |
|
|
+77.89% |
| 3 Months |
|
|
+164.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.40 |
2.65 |
| 1M High / 1M Low: |
3.40 |
1.67 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
