BVT Put 340 SYK 20.09.2024
/ DE000VM9PQF2
BVT Put 340 SYK 20.09.2024/ DE000VM9PQF2 /
| 2024-05-30 8:03:47 PM |
Chg.+0.080 |
Bid9:59:24 PM |
Ask9:59:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.240EUR |
+6.90% |
-
Bid Size: - |
-
Ask Size: - |
Stryker Corp |
340.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM9PQF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
340.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-05 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-25.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.19 |
| Parity: |
-0.11 |
| Time value: |
1.24 |
| Break-even: |
302.38 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
2.48% |
| Delta: |
-0.43 |
| Theta: |
-0.05 |
| Omega: |
-10.85 |
| Rho: |
-0.45 |
Quote data
| Open: |
1.320 |
| High: |
1.330 |
| Low: |
1.180 |
| Previous Close: |
1.160 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.01% |
| 1 Month |
|
|
-27.91% |
| 3 Months |
|
|
-18.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.590 |
1.160 |
| 1M High / 1M Low: |
2.090 |
1.160 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.346 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.662 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
