BVT Call 460 VRTX 21.06.2024
/ DE000VM67486
BVT Call 460 VRTX 21.06.2024/ DE000VM67486 /
| 20/06/2024 08:13:35 |
Chg.-0.150 |
Bid09:22:33 |
Ask09:22:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
-18.07% |
0.860
Bid Size: 4,000 |
1.180
Ask Size: 4,000 |
Vertex Pharmaceutica... |
460.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
VM6748 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
19/12/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
41.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.21 |
| Parity: |
0.68 |
| Time value: |
0.36 |
| Break-even: |
438.42 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
19.72 |
| Spread abs.: |
0.21 |
| Spread %: |
25.30% |
| Delta: |
0.67 |
| Theta: |
-2.96 |
| Omega: |
28.04 |
| Rho: |
0.01 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.680 |
| Previous Close: |
0.830 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-56.41% |
| 1 Month |
|
|
+30.77% |
| 3 Months |
|
|
-24.44% |
| YTD |
|
|
-50.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.090 |
0.830 |
| 1M High / 1M Low: |
2.730 |
0.360 |
| 6M High / 6M Low: |
2.730 |
0.126 |
| High (YTD): |
07/06/2024 |
2.730 |
| Low (YTD): |
08/05/2024 |
0.126 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.590 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.334 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.179 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
580.54% |
| Volatility 6M: |
|
335.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
