BVT Put 400 VRTX 20.09.2024
/ DE000VM7NTP4
BVT Put 400 VRTX 20.09.2024/ DE000VM7NTP4 /
2024-07-05 8:04:05 PM |
Chg.-0.043 |
Bid9:55:02 PM |
Ask9:55:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.207EUR |
-17.20% |
- Bid Size: - |
- Ask Size: - |
Vertex Pharmaceutica... |
400.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
VM7NTP |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Vertex Pharmaceuticals Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
400.00 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: |
-175.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.21 |
Parity: |
-6.88 |
Time value: |
0.25 |
Break-even: |
366.52 |
Moneyness: |
0.84 |
Premium: |
0.16 |
Premium p.a.: |
1.06 |
Spread abs.: |
0.04 |
Spread %: |
19.05% |
Delta: |
-0.09 |
Theta: |
-0.06 |
Omega: |
-14.99 |
Rho: |
-0.08 |
Quote data
Open: |
0.180 |
High: |
0.230 |
Low: |
0.180 |
Previous Close: |
0.250 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-23.33% |
1 Month |
|
|
-33.23% |
3 Months |
|
|
-91.08% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.270 |
0.207 |
1M High / 1M Low: |
0.380 |
0.207 |
6M High / 6M Low: |
2.950 |
0.207 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.241 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.287 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.663 |
Avg. volume 6M: |
|
115.858 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
256.58% |
Volatility 6M: |
|
188.57% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |