BVT Call 420 VRTX 20.09.2024
/ DE000VM7NTX8
BVT Call 420 VRTX 20.09.2024/ DE000VM7NTX8 /
14/08/2024 20:00:25 |
Chg.+0.160 |
Bid21:59:59 |
Ask21:59:59 |
Underlying |
Strike price |
Expiration date |
Option type |
5.080EUR |
+3.25% |
- Bid Size: - |
- Ask Size: - |
Vertex Pharmaceutica... |
420.00 USD |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
02/01/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.52 |
Intrinsic value: |
4.33 |
Implied volatility: |
0.40 |
Historic volatility: |
0.21 |
Parity: |
4.33 |
Time value: |
0.67 |
Break-even: |
431.96 |
Moneyness: |
1.11 |
Premium: |
0.02 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.04 |
Spread %: |
0.81% |
Delta: |
0.83 |
Theta: |
-0.22 |
Omega: |
7.03 |
Rho: |
0.31 |
Quote data
Open: |
5.120 |
High: |
5.120 |
Low: |
4.920 |
Previous Close: |
4.920 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-2.50% |
1 Month |
|
|
-30.12% |
3 Months |
|
|
+67.11% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.430 |
4.660 |
1M High / 1M Low: |
8.570 |
4.660 |
6M High / 6M Low: |
8.570 |
1.770 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.032 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.842 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.685 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
112.96% |
Volatility 6M: |
|
138.11% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |