BVT Call 350 VRTX 21.06.2024
/ DE000VM5M3H5
BVT Call 350 VRTX 21.06.2024/ DE000VM5M3H5 /
| 2024-06-14 8:43:50 AM |
Chg.+0.38 |
Bid10:00:03 PM |
Ask10:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.09EUR |
+3.25% |
-
Bid Size: - |
-
Ask Size: - |
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: |
3.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
12.23 |
| Intrinsic value: |
12.21 |
| Implied volatility: |
1.54 |
| Historic volatility: |
0.21 |
| Parity: |
12.21 |
| Time value: |
0.19 |
| Break-even: |
450.96 |
| Moneyness: |
1.37 |
| Premium: |
0.00 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.21 |
| Spread %: |
1.72% |
| Delta: |
0.96 |
| Theta: |
-0.71 |
| Omega: |
3.46 |
| Rho: |
0.05 |
Quote data
| Open: |
12.09 |
| High: |
12.09 |
| Low: |
12.09 |
| Previous Close: |
11.71 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.82% |
| 1 Month |
|
|
+46.01% |
| 3 Months |
|
|
+85.43% |
| YTD |
|
|
+70.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
12.51 |
11.71 |
| 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: |
|
12.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.76 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.14% |
| Volatility 6M: |
|
92.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
