BVT Call 300 SYK 20.09.2024
/ DE000VM7NVN5
BVT Call 300 SYK 20.09.2024/ DE000VM7NVN5 /
| 2024-05-30 10:34:43 AM |
Chg.-0.310 |
Bid11:03:00 AM |
Ask11:03:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.370EUR |
-6.62% |
4.380
Bid Size: 2,000 |
4.440
Ask Size: 2,000 |
Stryker Corp |
300.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7NVN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.26 |
| Intrinsic value: |
3.81 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
3.81 |
| Time value: |
0.83 |
| Break-even: |
324.15 |
| Moneyness: |
1.14 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
0.65% |
| Delta: |
0.83 |
| Theta: |
-0.08 |
| Omega: |
5.64 |
| Rho: |
0.67 |
Quote data
| Open: |
4.370 |
| High: |
4.370 |
| Low: |
4.370 |
| Previous Close: |
4.680 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.00% |
| 1 Month |
|
|
-6.62% |
| 3 Months |
|
|
-25.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.680 |
3.800 |
| 1M High / 1M Low: |
4.680 |
3.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.212 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.915 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
