BVT Call 480 VRTX 20.09.2024
/ DE000VM729T4
BVT Call 480 VRTX 20.09.2024/ DE000VM729T4 /
9/5/2024 8:47:52 AM |
Chg.+0.15 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.00EUR |
+17.65% |
- Bid Size: - |
- Ask Size: - |
Vertex Pharmaceutica... |
480.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
VM729T |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Vertex Pharmaceuticals Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
480.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
1/8/2024 |
Last trading day: |
9/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
40.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.70 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.21 |
Parity: |
-0.13 |
Time value: |
1.06 |
Break-even: |
443.81 |
Moneyness: |
1.00 |
Premium: |
0.03 |
Premium p.a.: |
0.94 |
Spread abs.: |
0.04 |
Spread %: |
3.92% |
Delta: |
0.50 |
Theta: |
-0.38 |
Omega: |
20.50 |
Rho: |
0.08 |
Quote data
Open: |
1.00 |
High: |
1.00 |
Low: |
1.00 |
Previous Close: |
0.85 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-48.19% |
1 Month |
|
|
-58.68% |
3 Months |
|
|
-68.35% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.00 |
0.85 |
1M High / 1M Low: |
2.42 |
0.85 |
6M High / 6M Low: |
3.68 |
0.47 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.55 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.47 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.70 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
377.53% |
Volatility 6M: |
|
234.84% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |