BVT Call 440 SYK 21.03.2025
/ DE000VC8R4J2
BVT Call 440 SYK 21.03.2025/ DE000VC8R4J2 /
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: |
|
- |