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: |
|
- |
