BVT Put 480 VX1 20.12.2024
/ DE000VD6YYV2
BVT Put 480 VX1 20.12.2024/ DE000VD6YYV2 /
| 16/08/2024 08:28:14 |
Chg.-0.20 |
Bid12:10:35 |
Ask12:10:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.78EUR |
-6.71% |
2.86
Bid Size: 7,000 |
2.94
Ask Size: 7,000 |
VERTEX PHARMAC. D... |
480.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
VD6YYV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
VERTEX PHARMAC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
480.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
29/05/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.04 |
| Intrinsic value: |
4.98 |
| Implied volatility: |
- |
| Historic volatility: |
0.21 |
| Parity: |
4.98 |
| Time value: |
-2.07 |
| Break-even: |
450.90 |
| Moneyness: |
1.12 |
| Premium: |
-0.05 |
| Premium p.a.: |
-0.13 |
| Spread abs.: |
0.04 |
| Spread %: |
1.39% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.78 |
| High: |
2.78 |
| Low: |
2.78 |
| Previous Close: |
2.98 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.78% |
| 1 Month |
|
|
+22.47% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.60 |
2.98 |
| 1M High / 1M Low: |
3.66 |
2.14 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
233.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
