BVT Put 440 VRTX 21.03.2025
/ DE000VD9F8R7
BVT Put 440 VRTX 21.03.2025/ DE000VD9F8R7 /
| 24/01/2025 20:05:00 |
Chg.-0.140 |
Bid21:59:40 |
Ask21:59:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.070EUR |
-6.33% |
-
Bid Size: - |
-
Ask Size: - |
Vertex Pharmaceutica... |
440.00 USD |
21/03/2025 |
Put |
Master data
| WKN: |
VD9F8R |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
440.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
08/07/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-20.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
0.04 |
| Time value: |
2.04 |
| Break-even: |
398.46 |
| Moneyness: |
1.00 |
| Premium: |
0.05 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.04 |
| Spread %: |
1.96% |
| Delta: |
-0.46 |
| Theta: |
-0.18 |
| Omega: |
-9.35 |
| Rho: |
-0.32 |
Quote data
| Open: |
2.030 |
| High: |
2.090 |
| Low: |
1.990 |
| Previous Close: |
2.210 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.69% |
| 1 Month |
|
|
-55.39% |
| 3 Months |
|
|
-2.36% |
| YTD |
|
|
-48.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.840 |
2.070 |
| 1M High / 1M Low: |
4.370 |
2.070 |
| 6M High / 6M Low: |
5.360 |
1.420 |
| High (YTD): |
02/01/2025 |
4.370 |
| Low (YTD): |
24/01/2025 |
2.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.384 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.418 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.701 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.10% |
| Volatility 6M: |
|
187.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |