BVT Call 400 VRTX 20.09.2024
/ DE000VM7NT27
BVT Call 400 VRTX 20.09.2024/ DE000VM7NT27 /
| 2024-07-05 7:47:14 PM |
Chg.+0.320 |
Bid9:59:58 PM |
Ask9:59:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.700EUR |
+4.34% |
-
Bid Size: - |
-
Ask Size: - |
Vertex Pharmaceutica... |
400.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7NT2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 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: |
5.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.21 |
| Intrinsic value: |
6.88 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.21 |
| Parity: |
6.88 |
| Time value: |
0.74 |
| Break-even: |
445.22 |
| Moneyness: |
1.19 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.04 |
| Spread %: |
0.53% |
| Delta: |
0.88 |
| Theta: |
-0.13 |
| Omega: |
5.05 |
| Rho: |
0.64 |
Quote data
| Open: |
7.180 |
| High: |
7.700 |
| Low: |
7.140 |
| Previous Close: |
7.380 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.34% |
| 1 Month |
|
|
-12.20% |
| 3 Months |
|
|
+118.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.700 |
7.260 |
| 1M High / 1M Low: |
8.620 |
7.170 |
| 6M High / 6M Low: |
8.770 |
2.620 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.448 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.799 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.512 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.89% |
| Volatility 6M: |
|
117.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
