BVT Put 320 SYK 20.12.2024
/ DE000VD3SNN1
BVT Put 320 SYK 20.12.2024/ DE000VD3SNN1 /
| 09/09/2024 20:03:37 |
Chg.-0.110 |
Bid21:56:03 |
Ask21:56:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-19.64% |
-
Bid Size: - |
-
Ask Size: - |
Stryker Corp |
320.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
VD3SNN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
320.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-56.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.18 |
| Parity: |
-0.37 |
| Time value: |
0.57 |
| Break-even: |
314.30 |
| Moneyness: |
0.99 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
5.56% |
| Delta: |
-0.36 |
| Theta: |
-0.03 |
| Omega: |
-20.63 |
| Rho: |
-0.34 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.450 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.27% |
| 1 Month |
|
|
-67.39% |
| 3 Months |
|
|
-47.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.440 |
| 1M High / 1M Low: |
1.430 |
0.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.504 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.702 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
