BVT Call 400 VRTX 20.06.2025
/ DE000VG1VW38
BVT Call 400 VRTX 20.06.2025/ DE000VG1VW38 /
| 1/24/2025 10:33:34 AM |
Chg.+0.300 |
Bid12:24:57 PM |
Ask12:24:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.350EUR |
+4.96% |
6.320
Bid Size: 4,000 |
6.580
Ask Size: 4,000 |
Vertex Pharmaceutica... |
400.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
VG1VW3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
12/27/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.07 |
| Intrinsic value: |
3.81 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.23 |
| Parity: |
3.81 |
| Time value: |
2.68 |
| Break-even: |
448.93 |
| Moneyness: |
1.10 |
| Premium: |
0.06 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.04 |
| Spread %: |
0.62% |
| Delta: |
0.71 |
| Theta: |
-0.14 |
| Omega: |
4.60 |
| Rho: |
0.94 |
Quote data
| Open: |
6.350 |
| High: |
6.350 |
| Low: |
6.350 |
| Previous Close: |
6.050 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.39% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
+37.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
6.050 |
5.200 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/23/2025 |
6.050 |
| Low (YTD): |
1/6/2025 |
4.090 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.636 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |