BVT Put 280 SYK 20.09.2024
/ DE000VM7NTK5
BVT Put 280 SYK 20.09.2024/ DE000VM7NTK5 /
| 7/10/2024 7:43:56 PM |
Chg.-0.002 |
Bid8:53:43 PM |
Ask8:53:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.081EUR |
-2.41% |
0.082
Bid Size: 33,000 |
0.104
Ask Size: 33,000 |
Stryker Corp |
280.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
VM7NTK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
280.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/2/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-250.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.18 |
| Parity: |
-5.14 |
| Time value: |
0.12 |
| Break-even: |
257.68 |
| Moneyness: |
0.83 |
| Premium: |
0.17 |
| Premium p.a.: |
1.21 |
| Spread abs.: |
0.02 |
| Spread %: |
21.57% |
| Delta: |
-0.07 |
| Theta: |
-0.03 |
| Omega: |
-16.57 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.101 |
| High: |
0.107 |
| Low: |
0.081 |
| Previous Close: |
0.083 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.63% |
| 1 Month |
|
|
+2.53% |
| 3 Months |
|
|
-70.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.096 |
0.079 |
| 1M High / 1M Low: |
0.099 |
0.056 |
| 6M High / 6M Low: |
1.110 |
0.056 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.086 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.079 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.338 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
268.18% |
| Volatility 6M: |
|
190.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
