BVT Call 400 VRTX 21.06.2024
/ DE000VM3RNF8
BVT Call 400 VRTX 21.06.2024/ DE000VM3RNF8 /
| 2024-06-14 7:42:16 PM |
Chg.+0.320 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.860EUR |
+4.24% |
-
Bid Size: - |
-
Ask Size: - |
Vertex Pharmaceutica... |
400.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM3RNF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.56 |
| Intrinsic value: |
7.54 |
| Implied volatility: |
1.00 |
| Historic volatility: |
0.21 |
| Parity: |
7.54 |
| Time value: |
0.20 |
| Break-even: |
451.06 |
| Moneyness: |
1.20 |
| Premium: |
0.00 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.22 |
| Spread %: |
2.93% |
| Delta: |
0.93 |
| Theta: |
-0.65 |
| Omega: |
5.42 |
| Rho: |
0.06 |
Quote data
| Open: |
7.450 |
| High: |
7.860 |
| Low: |
7.220 |
| Previous Close: |
7.540 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.13% |
| 1 Month |
|
|
+104.16% |
| 3 Months |
|
|
+162.00% |
| YTD |
|
|
+100.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.860 |
7.280 |
| 1M High / 1M Low: |
7.950 |
3.850 |
| 6M High / 6M Low: |
7.950 |
1.410 |
| High (YTD): |
2024-06-07 |
7.950 |
| Low (YTD): |
2024-04-30 |
1.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.626 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.906 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.020 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.22% |
| Volatility 6M: |
|
162.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
