BVT Call 440 VRTX 20.09.2024
/ DE000VM7NUA4
BVT Call 440 VRTX 20.09.2024/ DE000VM7NUA4 /
| 2024-07-30 8:48:07 AM |
Chg.-0.04 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.45EUR |
-0.62% |
-
Bid Size: - |
-
Ask Size: - |
Vertex Pharmaceutica... |
440.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7NUA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 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: |
7.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.66 |
| Intrinsic value: |
5.37 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.21 |
| Parity: |
5.37 |
| Time value: |
0.89 |
| Break-even: |
469.28 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.04 |
| Spread %: |
0.64% |
| Delta: |
0.83 |
| Theta: |
-0.20 |
| Omega: |
6.09 |
| Rho: |
0.45 |
Quote data
| Open: |
6.45 |
| High: |
6.45 |
| Low: |
6.45 |
| Previous Close: |
6.49 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.77% |
| 1 Month |
|
|
+44.62% |
| 3 Months |
|
|
+407.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.49 |
5.45 |
| 1M High / 1M Low: |
6.49 |
4.19 |
| 6M High / 6M Low: |
6.49 |
1.27 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.41 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.88% |
| Volatility 6M: |
|
144.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
