BVT Put 360 SYK 21.03.2025
/ DE000VC2R721
BVT Put 360 SYK 21.03.2025/ DE000VC2R721 /
2024-11-19 8:55:49 AM |
Chg.-0.010 |
Bid6:07:38 PM |
Ask6:07:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.780EUR |
-1.27% |
0.790 Bid Size: 29,000 |
0.820 Ask Size: 29,000 |
Stryker Corp |
360.00 USD |
2025-03-21 |
Put |
Master data
WKN: |
VC2R72 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Stryker Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
360.00 USD |
Maturity: |
2025-03-21 |
Issue date: |
2024-08-26 |
Last trading day: |
2025-03-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-45.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.35 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.17 |
Parity: |
-2.77 |
Time value: |
0.81 |
Break-even: |
331.70 |
Moneyness: |
0.92 |
Premium: |
0.10 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.03 |
Spread %: |
3.85% |
Delta: |
-0.24 |
Theta: |
-0.06 |
Omega: |
-11.05 |
Rho: |
-0.33 |
Quote data
Open: |
0.780 |
High: |
0.780 |
Low: |
0.780 |
Previous Close: |
0.790 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-24.27% |
1 Month |
|
|
-57.61% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.030 |
0.790 |
1M High / 1M Low: |
2.120 |
0.790 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.884 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.482 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
191.62% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |