BVT Call 380 SYK 21.03.2025
/ DE000VD9GK71
BVT Call 380 SYK 21.03.2025/ DE000VD9GK71 /
| 2024-11-19 2:24:15 PM |
Chg.+0.45 |
Bid9:23:38 PM |
Ask9:23:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.73EUR |
+19.74% |
2.74
Bid Size: 21,000 |
2.77
Ask Size: 21,000 |
Stryker Corp |
380.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
VD9GK7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-07-08 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.14 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
0.89 |
| Time value: |
2.01 |
| Break-even: |
387.67 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
1.05% |
| Delta: |
0.62 |
| Theta: |
-0.11 |
| Omega: |
7.84 |
| Rho: |
0.66 |
Quote data
| Open: |
2.73 |
| High: |
2.73 |
| Low: |
2.73 |
| Previous Close: |
2.28 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.25% |
| 1 Month |
|
|
+86.99% |
| 3 Months |
|
|
+173.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.75 |
2.08 |
| 1M High / 1M Low: |
2.75 |
1.28 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
225.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
