BVT Call 400 VRTX 20.09.2024
/ DE000VM7NT27
BVT Call 400 VRTX 20.09.2024/ DE000VM7NT27 /
| 9/6/2024 7:45:14 PM |
Chg.0.000 |
Bid9:59:25 PM |
Ask9:59:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.240EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Vertex Pharmaceutica... |
400.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
1/2/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.22 |
| Intrinsic value: |
6.17 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.21 |
| Parity: |
6.17 |
| Time value: |
0.23 |
| Break-even: |
424.00 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.04 |
| Spread %: |
0.63% |
| Delta: |
0.92 |
| Theta: |
-0.29 |
| Omega: |
6.08 |
| Rho: |
0.12 |
Quote data
| Open: |
6.350 |
| High: |
6.540 |
| Low: |
6.240 |
| Previous Close: |
6.240 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.01% |
| 1 Month |
|
|
-17.68% |
| 3 Months |
|
|
-26.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.820 |
6.240 |
| 1M High / 1M Low: |
8.870 |
6.240 |
| 6M High / 6M Low: |
10.400 |
2.620 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.588 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.453 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.312 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.66% |
| Volatility 6M: |
|
115.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
