BVT Call 420 SYK 21.03.2025
/ DE000VC2R747
BVT Call 420 SYK 21.03.2025/ DE000VC2R747 /
2024-10-15 8:55:56 AM |
Chg.+0.110 |
Bid5:03:38 PM |
Ask5:03:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.490EUR |
+28.95% |
0.540 Bid Size: 32,000 |
0.570 Ask Size: 32,000 |
Stryker Corp |
420.00 USD |
2025-03-21 |
Call |
Master data
WKN: |
VC2R74 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Stryker Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
420.00 USD |
Maturity: |
2025-03-21 |
Issue date: |
2024-08-26 |
Last trading day: |
2025-03-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
65.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.18 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.17 |
Parity: |
-5.53 |
Time value: |
0.50 |
Break-even: |
390.00 |
Moneyness: |
0.86 |
Premium: |
0.18 |
Premium p.a.: |
0.48 |
Spread abs.: |
0.03 |
Spread %: |
6.38% |
Delta: |
0.19 |
Theta: |
-0.05 |
Omega: |
12.84 |
Rho: |
0.25 |
Quote data
Open: |
0.490 |
High: |
0.490 |
Low: |
0.490 |
Previous Close: |
0.380 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+88.46% |
1 Month |
|
|
-33.78% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.380 |
0.260 |
1M High / 1M Low: |
0.820 |
0.260 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.337 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.497 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
201.59% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |