BVT Call 300 SYK 21.06.2024
/ DE000VM576L6
BVT Call 300 SYK 21.06.2024/ DE000VM576L6 /
| 2024-06-07 8:03:19 PM |
Chg.+0.230 |
Bid10:00:00 PM |
Ask10:00:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.710EUR |
+5.13% |
-
Bid Size: - |
-
Ask Size: - |
Stryker Corp |
300.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM576L |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.60 |
| Intrinsic value: |
4.57 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.19 |
| Parity: |
4.57 |
| Time value: |
0.18 |
| Break-even: |
325.24 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
0.64% |
| Delta: |
0.92 |
| Theta: |
-0.24 |
| Omega: |
6.25 |
| Rho: |
0.09 |
Quote data
| Open: |
4.780 |
| High: |
4.820 |
| Low: |
4.710 |
| Previous Close: |
4.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.34% |
| 1 Month |
|
|
+45.37% |
| 3 Months |
|
|
-22.28% |
| YTD |
|
|
+124.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.710 |
3.780 |
| 1M High / 1M Low: |
4.710 |
2.500 |
| 6M High / 6M Low: |
6.110 |
1.670 |
| High (YTD): |
2024-03-12 |
6.110 |
| Low (YTD): |
2024-01-03 |
1.850 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.274 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.542 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.966 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.98% |
| Volatility 6M: |
|
141.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
