BVT Call 380 ISRG 20.09.2024
/ DE000VM7NN07
BVT Call 380 ISRG 20.09.2024/ DE000VM7NN07 /
| 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: |
|
- |
