BVT Call 460 VRTX 21.03.2025
/ DE000VC129J0
BVT Call 460 VRTX 21.03.2025/ DE000VC129J0 /
| 1/24/2025 8:37:59 AM |
Chg.+0.40 |
Bid7:01:14 PM |
Ask7:01:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.46EUR |
+37.74% |
1.53
Bid Size: 26,000 |
1.57
Ask Size: 26,000 |
Vertex Pharmaceutica... |
460.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
VC129J |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
8/14/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.23 |
| Parity: |
-1.95 |
| Time value: |
1.53 |
| Break-even: |
456.94 |
| Moneyness: |
0.96 |
| Premium: |
0.08 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.04 |
| Spread %: |
2.68% |
| Delta: |
0.41 |
| Theta: |
-0.21 |
| Omega: |
11.21 |
| Rho: |
0.24 |
Quote data
| Open: |
1.46 |
| High: |
1.46 |
| Low: |
1.46 |
| Previous Close: |
1.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.55% |
| 1 Month |
|
|
+46.00% |
| 3 Months |
|
|
-69.33% |
| YTD |
|
|
+55.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.06 |
0.96 |
| 1M High / 1M Low: |
1.22 |
0.73 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/16/2025 |
1.22 |
| Low (YTD): |
1/7/2025 |
0.73 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |