BVT Call 380 SYK 20.09.2024
/ DE000VM9PP76
BVT Call 380 SYK 20.09.2024/ DE000VM9PP76 /
| 11/09/2024 08:48:24 |
Chg.-0.008 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.099EUR |
-7.48% |
-
Bid Size: - |
-
Ask Size: - |
Stryker Corp |
380.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM9PP7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
05/02/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
243.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
-1.36 |
| Time value: |
0.14 |
| Break-even: |
346.18 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
4.97 |
| Spread abs.: |
0.02 |
| Spread %: |
21.43% |
| Delta: |
0.18 |
| Theta: |
-0.21 |
| Omega: |
44.34 |
| Rho: |
0.01 |
Quote data
| Open: |
0.099 |
| High: |
0.099 |
| Low: |
0.099 |
| Previous Close: |
0.107 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+167.57% |
| 1 Month |
|
|
+560.00% |
| 3 Months |
|
|
-77.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.107 |
0.037 |
| 1M High / 1M Low: |
0.117 |
0.001 |
| 6M High / 6M Low: |
1.630 |
0.001 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.075 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.054 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.435 |
| Avg. volume 6M: |
|
54.264 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
2,914.43% |
| Volatility 6M: |
|
1,301.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
