BVT Call 420 VRTX 21.03.2025
/ DE000VG3QLN6
BVT Call 420 VRTX 21.03.2025/ DE000VG3QLN6 /
| 1/24/2025 9:01:16 AM |
Chg.+0.80 |
Bid7:27:00 PM |
Ask7:27:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.44EUR |
+30.30% |
3.52
Bid Size: 17,000 |
3.56
Ask Size: 17,000 |
Vertex Pharmaceutica... |
420.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
VG3QLN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
1/20/2025 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.76 |
| Intrinsic value: |
1.89 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.23 |
| Parity: |
1.89 |
| Time value: |
1.64 |
| Break-even: |
438.53 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.04 |
| Spread %: |
1.15% |
| Delta: |
0.66 |
| Theta: |
-0.22 |
| Omega: |
7.93 |
| Rho: |
0.38 |
Quote data
| Open: |
3.44 |
| High: |
3.44 |
| Low: |
3.44 |
| Previous Close: |
2.64 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
- |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| 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: |
|
- |