BVT Put 400 VRTX 20.09.2024
/ DE000VM7NTP4
BVT Put 400 VRTX 20.09.2024/ DE000VM7NTP4 /
17/09/2024 17:07:43 |
Chg.0.000 |
Bid17:07:43 |
Ask17:07:43 |
Underlying |
Strike price |
Expiration date |
Option type |
0.001EUR |
0.00% |
0.001 Bid Size: 25,000 |
0.087 Ask Size: 25,000 |
Vertex Pharmaceutica... |
400.00 USD |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
02/01/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-499.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.32 |
Historic volatility: |
0.21 |
Parity: |
-8.04 |
Time value: |
0.09 |
Break-even: |
358.53 |
Moneyness: |
0.82 |
Premium: |
0.18 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.09 |
Spread %: |
8,700.00% |
Delta: |
-0.04 |
Theta: |
-0.75 |
Omega: |
-19.88 |
Rho: |
0.00 |
Quote data
Open: |
0.001 |
High: |
0.001 |
Low: |
0.001 |
Previous Close: |
0.001 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-83.33% |
1 Month |
|
|
-98.94% |
3 Months |
|
|
-99.66% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.006 |
0.001 |
1M High / 1M Low: |
0.104 |
0.001 |
6M High / 6M Low: |
2.950 |
0.001 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.002 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.017 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.848 |
Avg. volume 6M: |
|
114.953 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
41,725.63% |
Volatility 6M: |
|
16,996.11% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |