BVT Call 330 SYK 20.09.2024
/ DE000VM7NVS4
BVT Call 330 SYK 20.09.2024/ DE000VM7NVS4 /
| 2024-05-28 8:03:58 PM |
Chg.+0.080 |
Bid9:59:45 PM |
Ask9:59:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.130EUR |
+3.90% |
-
Bid Size: - |
-
Ask Size: - |
Stryker Corp |
330.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7NVS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
330.00 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: |
14.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.75 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
0.51 |
| Time value: |
1.59 |
| Break-even: |
324.83 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.05 |
| Spread %: |
2.44% |
| Delta: |
0.61 |
| Theta: |
-0.09 |
| Omega: |
8.98 |
| Rho: |
0.53 |
Quote data
| Open: |
2.080 |
| High: |
2.130 |
| Low: |
2.010 |
| Previous Close: |
2.050 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.67% |
| 1 Month |
|
|
-19.32% |
| 3 Months |
|
|
-44.96% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.050 |
1.630 |
| 1M High / 1M Low: |
2.700 |
1.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.892 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.898 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
223.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
