BVT Call 400 ISRG 20.09.2024
/ DE000VM7NN15
BVT Call 400 ISRG 20.09.2024/ DE000VM7NN15 /
| 09/09/2024 08:45:53 |
Chg.-0.06 |
Bid20:28:23 |
Ask20:28:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.00EUR |
-0.85% |
7.19
Bid Size: 5,000 |
7.22
Ask Size: 5,000 |
Intuitive Surgical I... |
400.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM7NN1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Intuitive Surgical Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
02/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.52 |
| Intrinsic value: |
6.48 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.24 |
| Parity: |
6.48 |
| Time value: |
0.25 |
| Break-even: |
428.09 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.03 |
| Spread %: |
0.45% |
| Delta: |
0.92 |
| Theta: |
-0.40 |
| Omega: |
5.80 |
| Rho: |
0.10 |
Quote data
| Open: |
7.00 |
| High: |
7.00 |
| Low: |
7.00 |
| Previous Close: |
7.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.26% |
| 1 Month |
|
|
+7.69% |
| 3 Months |
|
|
+86.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.67 |
7.06 |
| 1M High / 1M Low: |
8.67 |
6.47 |
| 6M High / 6M Low: |
8.67 |
1.78 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.32 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.34% |
| Volatility 6M: |
|
169.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
