BVT Call 380 ISRG 20.09.2024/  DE000VM7NN07  /

EUWAX
2024-09-09  8:45:53 AM Chg.-0.05 Bid8:44:56 PM Ask8:44:56 PM Underlying Strike price Expiration date Option type
8.79EUR -0.57% 9.02
Bid Size: 5,000
9.05
Ask Size: 5,000
Intuitive Surgical I... 380.00 USD 2024-09-20 Call
 

Master data

WKN: VM7NN0
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Intuitive Surgical Inc
Type: Warrant
Option type: Call
Strike price: 380.00 USD
Maturity: 2024-09-20
Issue date: 2024-01-02
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.99
Leverage: Yes

Calculated values

Fair value: 8.32
Intrinsic value: 8.28
Implied volatility: 0.88
Historic volatility: 0.24
Parity: 8.28
Time value: 0.24
Break-even: 427.95
Moneyness: 1.24
Premium: 0.01
Premium p.a.: 0.20
Spread abs.: 0.03
Spread %: 0.35%
Delta: 0.93
Theta: -0.41
Omega: 4.66
Rho: 0.09
 

Quote data

Open: 8.79
High: 8.79
Low: 8.79
Previous Close: 8.84
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.05%
1 Month  
+7.20%
3 Months  
+73.03%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.47 8.84
1M High / 1M Low: 10.47 8.19
6M High / 6M Low: 10.47 2.59
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   9.69
Avg. volume 1W:   0.00
Avg. price 1M:   9.36
Avg. volume 1M:   0.00
Avg. price 6M:   5.65
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   79.01%
Volatility 6M:   145.69%
Volatility 1Y:   -
Volatility 3Y:   -