BVT Call 390 SYK 21.03.2025
/ DE000VD9GK48
BVT Call 390 SYK 21.03.2025/ DE000VD9GK48 /
| 2024-11-19 8:52:11 AM |
Chg.-0.04 |
Bid6:08:00 PM |
Ask6:08:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.21EUR |
-1.78% |
2.22
Bid Size: 24,000 |
2.25
Ask Size: 24,000 |
Stryker Corp |
390.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
VD9GK4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
390.00 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: |
16.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.61 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
-0.06 |
| Time value: |
2.22 |
| Break-even: |
390.31 |
| Moneyness: |
1.00 |
| Premium: |
0.06 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.03 |
| Spread %: |
1.37% |
| Delta: |
0.55 |
| Theta: |
-0.10 |
| Omega: |
9.15 |
| Rho: |
0.60 |
Quote data
| Open: |
2.21 |
| High: |
2.21 |
| Low: |
2.21 |
| Previous Close: |
2.25 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.87% |
| 1 Month |
|
|
+95.58% |
| 3 Months |
|
|
+190.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.25 |
1.58 |
| 1M High / 1M Low: |
2.25 |
0.97 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
266.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
