BVT Put 440 VRTX 20.09.2024
/ DE000VM8A011
BVT Put 440 VRTX 20.09.2024/ DE000VM8A011 /
| 2024-07-30 5:02:52 PM |
Chg.-0.020 |
Bid6:02:11 PM |
Ask6:02:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
-4.55% |
0.430
Bid Size: 23,000 |
0.470
Ask Size: 23,000 |
Vertex Pharmaceutica... |
440.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM8A01 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
440.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-11 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-80.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.21 |
| Parity: |
-5.37 |
| Time value: |
0.57 |
| Break-even: |
400.98 |
| Moneyness: |
0.88 |
| Premium: |
0.13 |
| Premium p.a.: |
1.35 |
| Spread abs.: |
0.04 |
| Spread %: |
7.55% |
| Delta: |
-0.16 |
| Theta: |
-0.14 |
| Omega: |
-12.83 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.490 |
| High: |
0.510 |
| Low: |
0.420 |
| Previous Close: |
0.440 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.00% |
| 1 Month |
|
|
-48.78% |
| 3 Months |
|
|
-91.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.440 |
| 1M High / 1M Low: |
0.940 |
0.440 |
| 6M High / 6M Low: |
5.240 |
0.440 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.488 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.620 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.717 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.32% |
| Volatility 6M: |
|
151.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
