BVT Call 350 SYK 21.06.2024
/ DE000VM576Q5
BVT Call 350 SYK 21.06.2024/ DE000VM576Q5 /
23/05/2024 20:03:13 |
Chg.-0.058 |
Bid21:59:50 |
Ask21:59:50 |
Underlying |
Strike price |
Expiration date |
Option type |
0.162EUR |
-26.36% |
- Bid Size: - |
- Ask Size: - |
Stryker Corp |
350.00 USD |
21/06/2024 |
Call |
Master data
WKN: |
VM576Q |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Stryker Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
350.00 USD |
Maturity: |
21/06/2024 |
Issue date: |
01/12/2023 |
Last trading day: |
21/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
119.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.21 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.18 |
Parity: |
-1.35 |
Time value: |
0.26 |
Break-even: |
325.92 |
Moneyness: |
0.96 |
Premium: |
0.05 |
Premium p.a.: |
0.89 |
Spread abs.: |
0.03 |
Spread %: |
13.04% |
Delta: |
0.25 |
Theta: |
-0.11 |
Omega: |
30.15 |
Rho: |
0.06 |
Quote data
Open: |
0.230 |
High: |
0.260 |
Low: |
0.162 |
Previous Close: |
0.220 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-29.57% |
1 Month |
|
|
-76.86% |
3 Months |
|
|
-92.57% |
YTD |
|
|
-64.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.230 |
0.117 |
1M High / 1M Low: |
0.860 |
0.093 |
6M High / 6M Low: |
- |
- |
High (YTD): |
07/03/2024 |
2.360 |
Low (YTD): |
14/05/2024 |
0.093 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.177 |
Avg. volume 1W: |
|
400 |
Avg. price 1M: |
|
0.355 |
Avg. volume 1M: |
|
95.238 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
606.88% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |