BVT Put 360 VX1 20.12.2024
/ DE000VD3R7P5
BVT Put 360 VX1 20.12.2024/ DE000VD3R7P5 /
| 25/07/2024 08:44:09 |
Chg.+0.010 |
Bid18:19:39 |
Ask18:19:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
+4.17% |
0.280
Bid Size: 23,000 |
0.320
Ask Size: 23,000 |
VERTEX PHARMAC. D... |
360.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
VD3R7P |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
VERTEX PHARMAC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
360.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-150.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.21 |
| Parity: |
-9.29 |
| Time value: |
0.30 |
| Break-even: |
357.00 |
| Moneyness: |
0.79 |
| Premium: |
0.21 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.04 |
| Spread %: |
15.38% |
| Delta: |
-0.08 |
| Theta: |
-0.04 |
| Omega: |
-11.41 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.240 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-35.90% |
| 3 Months |
|
|
-84.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.210 |
| 1M High / 1M Low: |
0.420 |
0.191 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.250 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.289 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
272.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
