BVT Call 420 VRTX 20.09.2024
/ DE000VM7NTX8
BVT Call 420 VRTX 20.09.2024/ DE000VM7NTX8 /
| 2024-07-05 8:01:30 PM |
Chg.+0.290 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.060EUR |
+5.03% |
-
Bid Size: - |
-
Ask Size: - |
Vertex Pharmaceutica... |
420.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7NTX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 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: |
7.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.49 |
| Intrinsic value: |
5.03 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.21 |
| Parity: |
5.03 |
| Time value: |
0.96 |
| Break-even: |
447.37 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.04 |
| Spread %: |
0.67% |
| Delta: |
0.83 |
| Theta: |
-0.14 |
| Omega: |
6.03 |
| Rho: |
0.63 |
Quote data
| Open: |
5.570 |
| High: |
6.060 |
| Low: |
5.540 |
| Previous Close: |
5.770 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.88% |
| 1 Month |
|
|
-15.83% |
| 3 Months |
|
|
+133.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.060 |
5.660 |
| 1M High / 1M Low: |
7.160 |
5.600 |
| 6M High / 6M Low: |
7.200 |
1.770 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.828 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.170 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.297 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.15% |
| Volatility 6M: |
|
142.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
