BVT Call 480 ISRG 20.09.2024
/ DE000VD0YK52
BVT Call 480 ISRG 20.09.2024/ DE000VD0YK52 /
| 7/9/2024 8:57:28 AM |
Chg.+0.02 |
Bid10:05:27 AM |
Ask10:05:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.18EUR |
+1.72% |
1.18
Bid Size: 3,000 |
1.28
Ask Size: 3,000 |
Intuitive Surgical I... |
480.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VD0YK5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Intuitive Surgical Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
2/26/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
34.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
-3.27 |
| Time value: |
1.19 |
| Break-even: |
455.08 |
| Moneyness: |
0.93 |
| Premium: |
0.11 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.03 |
| Spread %: |
2.59% |
| Delta: |
0.34 |
| Theta: |
-0.16 |
| Omega: |
11.58 |
| Rho: |
0.25 |
Quote data
| Open: |
1.18 |
| High: |
1.18 |
| Low: |
1.18 |
| Previous Close: |
1.16 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.83% |
| 1 Month |
|
|
+51.28% |
| 3 Months |
|
|
+24.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.16 |
0.91 |
| 1M High / 1M Low: |
1.31 |
0.71 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
244.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
