BVT Call 390 VRTX 20.09.2024
/ DE000VD3YHG5
BVT Call 390 VRTX 20.09.2024/ DE000VD3YHG5 /
| 2024-07-31 10:24:19 AM |
Chg.+0.420 |
Bid11:49:24 AM |
Ask11:49:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.070EUR |
+3.94% |
11.090
Bid Size: 3,000 |
11.280
Ask Size: 3,000 |
Vertex Pharmaceutica... |
390.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD3YHG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
390.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-12 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.59 |
| Intrinsic value: |
10.41 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.21 |
| Parity: |
10.41 |
| Time value: |
0.46 |
| Break-even: |
469.29 |
| Moneyness: |
1.29 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
0.37% |
| Delta: |
0.93 |
| Theta: |
-0.14 |
| Omega: |
3.98 |
| Rho: |
0.45 |
Quote data
| Open: |
11.070 |
| High: |
11.070 |
| Low: |
11.070 |
| Previous Close: |
10.650 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.66% |
| 1 Month |
|
|
+26.66% |
| 3 Months |
|
|
+253.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.650 |
9.740 |
| 1M High / 1M Low: |
10.650 |
8.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.262 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
9.543 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
45.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
