BVT Call 380 ISRG 21.06.2024
/ DE000VM69MG3
BVT Call 380 ISRG 21.06.2024/ DE000VM69MG3 /
| 2024-06-03 8:38:54 AM |
Chg.-0.14 |
Bid11:08:11 AM |
Ask11:08:11 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.46EUR |
-5.38% |
2.53
Bid Size: 2,000 |
2.76
Ask Size: 2,000 |
Intuitive Surgical I... |
380.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM69MG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Intuitive Surgical Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-20 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.24 |
| Intrinsic value: |
2.04 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
2.04 |
| Time value: |
0.46 |
| Break-even: |
375.15 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.02 |
| Spread %: |
0.81% |
| Delta: |
0.78 |
| Theta: |
-0.27 |
| Omega: |
11.53 |
| Rho: |
0.13 |
Quote data
| Open: |
2.46 |
| High: |
2.46 |
| Low: |
2.46 |
| Previous Close: |
2.60 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.73% |
| 1 Month |
|
|
+62.91% |
| 3 Months |
|
|
-20.13% |
| YTD |
|
|
+48.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.00 |
2.10 |
| 1M High / 1M Low: |
3.00 |
1.35 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-24 |
4.27 |
| Low (YTD): |
2024-01-05 |
1.14 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.59 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
339.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
