BVT Call 380 SYK 20.12.2024
/ DE000VD3R9K2
BVT Call 380 SYK 20.12.2024/ DE000VD3R9K2 /
11/10/2024 19:52:49 |
Chg.+0.110 |
Bid21:59:52 |
Ask21:59:52 |
Underlying |
Strike price |
Expiration date |
Option type |
0.700EUR |
+18.64% |
- Bid Size: - |
- Ask Size: - |
Stryker Corp |
380.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
VD3R9K |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Stryker Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
380.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
10/04/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
49.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.25 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.17 |
Parity: |
-2.44 |
Time value: |
0.65 |
Break-even: |
354.05 |
Moneyness: |
0.93 |
Premium: |
0.10 |
Premium p.a.: |
0.61 |
Spread abs.: |
0.03 |
Spread %: |
4.84% |
Delta: |
0.30 |
Theta: |
-0.10 |
Omega: |
14.81 |
Rho: |
0.17 |
Quote data
Open: |
0.610 |
High: |
0.710 |
Low: |
0.610 |
Previous Close: |
0.590 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+29.63% |
1 Month |
|
|
-42.15% |
3 Months |
|
|
+4.48% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.600 |
0.450 |
1M High / 1M Low: |
1.410 |
0.450 |
6M High / 6M Low: |
1.690 |
0.340 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.544 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.873 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.850 |
Avg. volume 6M: |
|
80.769 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
190.16% |
Volatility 6M: |
|
203.56% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |