BVT Put 380 VX1 20.09.2024
/ DE000VD3YFX4
BVT Put 380 VX1 20.09.2024/ DE000VD3YFX4 /
2024-07-11 8:57:10 AM |
Chg.+0.017 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.046EUR |
+58.62% |
- Bid Size: - |
- Ask Size: - |
VERTEX PHARMAC. D... |
380.00 - |
2024-09-20 |
Put |
Master data
WKN: |
VD3YFX |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
VERTEX PHARMAC. DL-,01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
380.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2024-04-12 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-498.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.21 |
Parity: |
-7.38 |
Time value: |
0.09 |
Break-even: |
379.09 |
Moneyness: |
0.84 |
Premium: |
0.16 |
Premium p.a.: |
1.19 |
Spread abs.: |
0.05 |
Spread %: |
102.22% |
Delta: |
-0.04 |
Theta: |
-0.03 |
Omega: |
-21.25 |
Rho: |
-0.04 |
Quote data
Open: |
0.046 |
High: |
0.046 |
Low: |
0.046 |
Previous Close: |
0.029 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-60.68% |
1 Month |
|
|
-67.61% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.117 |
0.029 |
1M High / 1M Low: |
0.196 |
0.029 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.064 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.130 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
704.48% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |