BVT Call 400 ISRG 21.06.2024
/ DE000VM7LJH6
BVT Call 400 ISRG 21.06.2024/ DE000VM7LJH6 /
| 2024-06-03 10:21:09 AM |
Chg.+0.160 |
Bid12:53:08 PM |
Ask12:53:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.130EUR |
+16.49% |
1.090
Bid Size: 3,000 |
1.250
Ask Size: 3,000 |
Intuitive Surgical I... |
400.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM7LJH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Intuitive Surgical Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-28 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
32.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
0.20 |
| Time value: |
0.93 |
| Break-even: |
379.88 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.02 |
| Spread %: |
1.80% |
| Delta: |
0.56 |
| Theta: |
-0.29 |
| Omega: |
18.22 |
| Rho: |
0.10 |
Quote data
| Open: |
1.130 |
| High: |
1.130 |
| Low: |
1.130 |
| Previous Close: |
0.970 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.25% |
| 1 Month |
|
|
+46.75% |
| 3 Months |
|
|
-56.37% |
| YTD |
|
|
-2.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.620 |
0.970 |
| 1M High / 1M Low: |
1.620 |
0.580 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-04 |
2.900 |
| Low (YTD): |
2024-04-30 |
0.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.168 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.000 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
444.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
