BVT Call 320 ISRG 21.06.2024
/ DE000VM3THD1
BVT Call 320 ISRG 21.06.2024/ DE000VM3THD1 /
| 2024-06-03 10:21:03 AM |
Chg.+0.370 |
Bid11:11:10 AM |
Ask11:11:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.830EUR |
+4.96% |
7.820
Bid Size: 2,000 |
8.080
Ask Size: 2,000 |
Intuitive Surgical I... |
320.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM3THD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Intuitive Surgical Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.62 |
| Intrinsic value: |
7.57 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.24 |
| Parity: |
7.57 |
| Time value: |
0.22 |
| Break-even: |
372.76 |
| Moneyness: |
1.26 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
0.26% |
| Delta: |
0.94 |
| Theta: |
-0.23 |
| Omega: |
4.46 |
| Rho: |
0.13 |
Quote data
| Open: |
7.830 |
| High: |
7.830 |
| Low: |
7.830 |
| Previous Close: |
7.460 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.23% |
| 1 Month |
|
|
+27.52% |
| 3 Months |
|
|
-2.00% |
| YTD |
|
|
+81.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.440 |
7.460 |
| 1M High / 1M Low: |
8.440 |
6.040 |
| 6M High / 6M Low: |
8.470 |
2.730 |
| High (YTD): |
2024-03-04 |
8.470 |
| Low (YTD): |
2024-01-05 |
3.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.764 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.143 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.245 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.79% |
| Volatility 6M: |
|
120.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
