BVT Call 420 SYK 20.12.2024
/ DE000VD3VZH1
BVT Call 420 SYK 20.12.2024/ DE000VD3VZH1 /
| 2024-11-15 8:55:10 AM |
Chg.-0.079 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.051EUR |
-60.77% |
-
Bid Size: - |
-
Ask Size: - |
Stryker Corp |
420.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD3VZH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-11 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
217.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
-2.84 |
| Time value: |
0.17 |
| Break-even: |
400.65 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
1.31 |
| Spread abs.: |
0.03 |
| Spread %: |
18.06% |
| Delta: |
0.14 |
| Theta: |
-0.08 |
| Omega: |
31.12 |
| Rho: |
0.05 |
Quote data
| Open: |
0.051 |
| High: |
0.051 |
| Low: |
0.051 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+200.00% |
| 1 Month |
|
|
-47.96% |
| 3 Months |
|
|
-29.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.046 |
| 1M High / 1M Low: |
0.130 |
0.012 |
| 6M High / 6M Low: |
0.420 |
0.012 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.077 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.070 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.178 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,558.71% |
| Volatility 6M: |
|
735.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
