BVT Call 440 ISRG 20.09.2024
/ DE000VM8D379
BVT Call 440 ISRG 20.09.2024/ DE000VM8D379 /
| 2024-09-09 8:49:31 AM |
Chg.-0.05 |
Bid10:49:25 AM |
Ask10:49:25 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.54EUR |
-1.39% |
3.49
Bid Size: 2,000 |
3.78
Ask Size: 2,000 |
Intuitive Surgical I... |
440.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM8D37 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Intuitive Surgical Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-12 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.95 |
| Intrinsic value: |
2.87 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.24 |
| Parity: |
2.87 |
| Time value: |
0.43 |
| Break-even: |
429.87 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.03 |
| Spread %: |
0.92% |
| Delta: |
0.81 |
| Theta: |
-0.47 |
| Omega: |
10.46 |
| Rho: |
0.09 |
Quote data
| Open: |
3.54 |
| High: |
3.54 |
| Low: |
3.54 |
| Previous Close: |
3.59 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.13% |
| 1 Month |
|
|
+4.12% |
| 3 Months |
|
|
+97.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.14 |
3.59 |
| 1M High / 1M Low: |
5.14 |
3.30 |
| 6M High / 6M Low: |
5.14 |
0.80 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.22 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.64% |
| Volatility 6M: |
|
226.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
