BVT Call 400 SYK 20.06.2025
/ DE000VD9GKL3
BVT Call 400 SYK 20.06.2025/ DE000VD9GKL3 /
| 2024-11-14 7:52:45 PM |
Chg.+0.010 |
Bid8:18:11 AM |
Ask8:18:11 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.650EUR |
+0.38% |
2.150
Bid Size: 2,000 |
2.220
Ask Size: 2,000 |
Stryker Corp |
400.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
VD9GKL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-07-08 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.77 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
-1.10 |
| Time value: |
2.51 |
| Break-even: |
403.68 |
| Moneyness: |
0.97 |
| Premium: |
0.10 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
1.21% |
| Delta: |
0.51 |
| Theta: |
-0.08 |
| Omega: |
7.51 |
| Rho: |
0.98 |
Quote data
| Open: |
2.520 |
| High: |
2.740 |
| Low: |
2.520 |
| Previous Close: |
2.640 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.02% |
| 1 Month |
|
|
+81.51% |
| 3 Months |
|
|
+176.04% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.650 |
1.920 |
| 1M High / 1M Low: |
2.650 |
1.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.324 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.709 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
