BVT Call 290 SYK 20.09.2024
/ DE000VM76JT7
BVT Call 290 SYK 20.09.2024/ DE000VM76JT7 /
| 2024-06-07 7:50:43 PM |
Chg.+0.250 |
Bid9:59:30 PM |
Ask9:59:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.110EUR |
+4.27% |
-
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: |
5.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.80 |
| Intrinsic value: |
5.49 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.19 |
| Parity: |
5.49 |
| Time value: |
0.62 |
| Break-even: |
329.58 |
| Moneyness: |
1.20 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
0.49% |
| Delta: |
0.89 |
| Theta: |
-0.08 |
| Omega: |
4.69 |
| Rho: |
0.64 |
Quote data
| Open: |
6.120 |
| High: |
6.250 |
| Low: |
6.110 |
| Previous Close: |
5.860 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.07% |
| 1 Month |
|
|
+34.29% |
| 3 Months |
|
|
-18.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.110 |
5.160 |
| 1M High / 1M Low: |
6.110 |
3.980 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.666 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.962 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
