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: |
|
- |
