BVT Call 350 VRTX 21.06.2024
/ DE000VM5M3H5
BVT Call 350 VRTX 21.06.2024/ DE000VM5M3H5 /
| 2024-06-20 8:43:56 AM |
Chg.-0.13 |
Bid9:21:03 AM |
Ask9:21:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.76EUR |
-1.19% |
10.99
Bid Size: 4,000 |
11.34
Ask Size: 4,000 |
Vertex Pharmaceutica... |
350.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM5M3H |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-17 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.93 |
| Intrinsic value: |
10.92 |
| Implied volatility: |
2.15 |
| Historic volatility: |
0.21 |
| Parity: |
10.92 |
| Time value: |
0.09 |
| Break-even: |
436.02 |
| Moneyness: |
1.34 |
| Premium: |
0.00 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.04 |
| Spread %: |
0.36% |
| Delta: |
0.97 |
| Theta: |
-1.18 |
| Omega: |
3.84 |
| Rho: |
0.02 |
Quote data
| Open: |
10.76 |
| High: |
10.76 |
| Low: |
10.76 |
| Previous Close: |
10.89 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.11% |
| 1 Month |
|
|
+19.42% |
| 3 Months |
|
|
+56.17% |
| YTD |
|
|
+51.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
12.51 |
10.89 |
| 1M High / 1M Low: |
12.57 |
8.22 |
| 6M High / 6M Low: |
12.57 |
4.84 |
| High (YTD): |
2024-06-07 |
12.57 |
| Low (YTD): |
2024-04-19 |
4.84 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.78 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.87 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.16% |
| Volatility 6M: |
|
92.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
