BVT Put 480 VX1 20.09.2024
/ DE000VD6YYR0
BVT Put 480 VX1 20.09.2024/ DE000VD6YYR0 /
| 2024-07-31 8:26:50 AM |
Chg.-0.07 |
Bid12:48:55 PM |
Ask12:48:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.14EUR |
-5.79% |
1.09
Bid Size: 6,000 |
1.14
Ask Size: 6,000 |
VERTEX PHARMAC. D... |
480.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
VD6YYR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
VERTEX PHARMAC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
480.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-29 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-38.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.20 |
| Intrinsic value: |
1.53 |
| Implied volatility: |
- |
| Historic volatility: |
0.21 |
| Parity: |
1.53 |
| Time value: |
-0.33 |
| Break-even: |
468.00 |
| Moneyness: |
1.03 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.05 |
| Spread abs.: |
0.04 |
| Spread %: |
3.45% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.14 |
| High: |
1.14 |
| Low: |
1.14 |
| Previous Close: |
1.21 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.50% |
| 1 Month |
|
|
-47.71% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.51 |
1.21 |
| 1M High / 1M Low: |
2.35 |
1.21 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
