BVT Call 290 SYK 20.09.2024
/ DE000VM76JT7
BVT Call 290 SYK 20.09.2024/ DE000VM76JT7 /
2024-05-28 7:55:19 PM |
Chg.+0.070 |
Bid9:59:49 PM |
Ask9:59:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.050EUR |
+1.41% |
- Bid Size: - |
- Ask Size: - |
Stryker Corp |
290.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
VM76JT |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Stryker Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
290.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-09 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.60 |
Intrinsic value: |
4.19 |
Implied volatility: |
0.32 |
Historic volatility: |
0.19 |
Parity: |
4.19 |
Time value: |
0.86 |
Break-even: |
317.50 |
Moneyness: |
1.16 |
Premium: |
0.03 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.07 |
Spread %: |
1.41% |
Delta: |
0.83 |
Theta: |
-0.08 |
Omega: |
5.09 |
Rho: |
0.65 |
Quote data
Open: |
5.010 |
High: |
5.070 |
Low: |
4.930 |
Previous Close: |
4.980 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+14.77% |
1 Month |
|
|
-7.17% |
3 Months |
|
|
-25.95% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.980 |
4.400 |
1M High / 1M Low: |
5.560 |
3.980 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.772 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.686 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
126.20% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |