BVT Call 440 SYK 21.03.2025/  DE000VC8R4J2  /

Frankfurt Zert./VONT
2024-12-23  7:52:29 PM Chg.0.000 Bid9:59:31 PM Ask9:38:16 PM Underlying Strike price Expiration date Option type
0.066EUR 0.00% -
Bid Size: -
-
Ask Size: -
Stryker Corp 440.00 USD 2025-03-21 Call
 

Master data

WKN: VC8R4J
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Stryker Corp
Type: Warrant
Option type: Call
Strike price: 440.00 USD
Maturity: 2025-03-21
Issue date: 2024-11-19
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 336.37
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.18
Parity: -6.66
Time value: 0.11
Break-even: 424.17
Moneyness: 0.84
Premium: 0.19
Premium p.a.: 1.11
Spread abs.: 0.04
Spread %: 53.62%
Delta: 0.07
Theta: -0.03
Omega: 22.43
Rho: 0.05
 

Quote data

Open: 0.098
High: 0.098
Low: 0.066
Previous Close: 0.066
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month
  -83.08%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.072 0.066
1M High / 1M Low: 0.420 0.066
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.068
Avg. volume 1W:   0.000
Avg. price 1M:   0.252
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   253.07%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -