BVT Call 380 SYK 20.09.2024
/ DE000VM9PP76
BVT Call 380 SYK 20.09.2024/ DE000VM9PP76 /
| 10/09/2024 08:49:21 |
Chg.+0.002 |
Bid11:06:02 |
Ask11:06:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.107EUR |
+1.90% |
0.096
Bid Size: 10,000 |
0.119
Ask Size: 10,000 |
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: |
247.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
-1.56 |
| Time value: |
0.13 |
| Break-even: |
345.67 |
| Moneyness: |
0.95 |
| Premium: |
0.05 |
| Premium p.a.: |
5.26 |
| Spread abs.: |
0.02 |
| Spread %: |
22.02% |
| Delta: |
0.17 |
| Theta: |
-0.20 |
| Omega: |
41.55 |
| Rho: |
0.01 |
Quote data
| Open: |
0.107 |
| High: |
0.107 |
| Low: |
0.107 |
| Previous Close: |
0.105 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.31% |
| 1 Month |
|
|
+613.33% |
| 3 Months |
|
|
-76.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.105 |
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: |
|
0.073 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.051 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.437 |
| Avg. volume 6M: |
|
54.688 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
2,979.98% |
| Volatility 6M: |
|
1,306.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
