BVT Call 360 SYK 21.06.2024
/ DE000VM576S1
BVT Call 360 SYK 21.06.2024/ DE000VM576S1 /
| 2024-06-07 8:38:59 AM |
Chg.+0.064 |
Bid3:01:26 PM |
Ask3:01:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.202EUR |
+46.38% |
0.176
Bid Size: 10,000 |
0.199
Ask Size: 10,000 |
Stryker Corp |
360.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM576S |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 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: |
140.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
-0.95 |
| Time value: |
0.23 |
| Break-even: |
332.80 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
1.56 |
| Spread abs.: |
0.02 |
| Spread %: |
11.22% |
| Delta: |
0.27 |
| Theta: |
-0.18 |
| Omega: |
38.06 |
| Rho: |
0.03 |
Quote data
| Open: |
0.202 |
| High: |
0.202 |
| Low: |
0.202 |
| Previous Close: |
0.138 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+59.06% |
| 1 Month |
|
|
+112.63% |
| 3 Months |
|
|
-86.71% |
| YTD |
|
|
-34.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.139 |
0.120 |
| 1M High / 1M Low: |
0.139 |
0.035 |
| 6M High / 6M Low: |
1.690 |
0.035 |
| High (YTD): |
2024-03-11 |
1.690 |
| Low (YTD): |
2024-05-15 |
0.035 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.131 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.091 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.684 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
771.18% |
| Volatility 6M: |
|
411.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
