BVT Put 320 SYK 21.03.2025
/ DE000VD9GSJ0
BVT Put 320 SYK 21.03.2025/ DE000VD9GSJ0 /
| 2024-11-19 8:52:13 AM |
Chg.0.000 |
Bid9:25:05 PM |
Ask9:25:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
0.00% |
0.320
Bid Size: 30,000 |
0.350
Ask Size: 30,000 |
Stryker Corp |
320.00 USD |
2025-03-21 |
Put |
Master data
| WKN: |
VD9GSJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
320.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-07-08 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-122.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.17 |
| Parity: |
-6.55 |
| Time value: |
0.30 |
| Break-even: |
299.04 |
| Moneyness: |
0.82 |
| Premium: |
0.19 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.03 |
| Spread %: |
11.11% |
| Delta: |
-0.10 |
| Theta: |
-0.04 |
| Omega: |
-11.73 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.75% |
| 1 Month |
|
|
-63.89% |
| 3 Months |
|
|
-79.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.260 |
| 1M High / 1M Low: |
0.890 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.290 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.569 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
