BVT Call 400 VRTX 20.09.2024
/ DE000VM7NT27
BVT Call 400 VRTX 20.09.2024/ DE000VM7NT27 /
| 2024-07-31 10:14:16 AM |
Chg.+0.410 |
Bid11:39:43 AM |
Ask11:39:43 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.110EUR |
+4.23% |
10.230
Bid Size: 3,000 |
10.420
Ask Size: 3,000 |
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: |
4.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.67 |
| Intrinsic value: |
9.49 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.21 |
| Parity: |
9.49 |
| Time value: |
0.49 |
| Break-even: |
469.63 |
| Moneyness: |
1.26 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.04 |
| Spread %: |
0.40% |
| Delta: |
0.92 |
| Theta: |
-0.15 |
| Omega: |
4.29 |
| Rho: |
0.46 |
Quote data
| Open: |
10.110 |
| High: |
10.110 |
| Low: |
10.110 |
| Previous Close: |
9.700 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.98% |
| 1 Month |
|
|
+28.14% |
| 3 Months |
|
|
+285.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.700 |
8.870 |
| 1M High / 1M Low: |
9.700 |
7.260 |
| 6M High / 6M Low: |
9.700 |
2.620 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.448 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.684 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.853 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
51.68% |
| Volatility 6M: |
|
112.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
