BVT Put 340 VRTX 20.06.2025
/ DE000VG1VUD2
BVT Put 340 VRTX 20.06.2025/ DE000VG1VUD2 /
| 1/24/2025 10:21:31 AM |
Chg.+0.050 |
Bid10:33:30 AM |
Ask10:33:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+7.46% |
0.730
Bid Size: 7,000 |
0.770
Ask Size: 7,000 |
Vertex Pharmaceutica... |
340.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
VG1VUD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
340.00 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: |
-54.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.23 |
| Parity: |
-9.57 |
| Time value: |
0.77 |
| Break-even: |
318.73 |
| Moneyness: |
0.77 |
| Premium: |
0.25 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.04 |
| Spread %: |
5.48% |
| Delta: |
-0.12 |
| Theta: |
-0.07 |
| Omega: |
-6.82 |
| Rho: |
-0.24 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.670 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.18% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
-45.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.670 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
1.320 |
| Low (YTD): |
1/23/2025 |
0.670 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.810 |
| 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: |
|
- |