BVT Put 320 SYK 20.09.2024
/ DE000VM8JDY6
BVT Put 320 SYK 20.09.2024/ DE000VM8JDY6 /
| 2024-08-02 8:13:13 AM |
Chg.-0.070 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
-11.29% |
-
Bid Size: - |
-
Ask Size: - |
Stryker Corp |
320.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM8JDY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
320.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-16 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-44.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
-1.06 |
| Time value: |
0.68 |
| Break-even: |
286.48 |
| Moneyness: |
0.97 |
| Premium: |
0.06 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.03 |
| Spread %: |
4.62% |
| Delta: |
-0.33 |
| Theta: |
-0.10 |
| Omega: |
-14.53 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.550 |
| High: |
0.550 |
| Low: |
0.550 |
| Previous Close: |
0.620 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.05% |
| 1 Month |
|
|
-16.67% |
| 3 Months |
|
|
-52.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.120 |
0.550 |
| 1M High / 1M Low: |
1.120 |
0.450 |
| 6M High / 6M Low: |
1.520 |
0.340 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.786 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.631 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.801 |
| Avg. volume 6M: |
|
97.795 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
409.34% |
| Volatility 6M: |
|
240.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
