BVT Put 400 VRTX 21.03.2025
/ DE000VD9F8Z0
BVT Put 400 VRTX 21.03.2025/ DE000VD9F8Z0 /
| 1/24/2025 8:05:02 PM |
Chg.-0.040 |
Bid9:56:24 PM |
Ask9:56:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
-4.49% |
-
Bid Size: - |
-
Ask Size: - |
Vertex Pharmaceutica... |
400.00 USD |
3/21/2025 |
Put |
Master data
| WKN: |
VD9F8Z |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
400.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
7/8/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-47.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.23 |
| Parity: |
-3.81 |
| Time value: |
0.88 |
| Break-even: |
375.23 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
0.99 |
| Spread abs.: |
0.04 |
| Spread %: |
4.76% |
| Delta: |
-0.23 |
| Theta: |
-0.16 |
| Omega: |
-10.91 |
| Rho: |
-0.16 |
Quote data
| Open: |
0.840 |
| High: |
0.860 |
| Low: |
0.800 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.30% |
| 1 Month |
|
|
-62.39% |
| 3 Months |
|
|
-35.61% |
| YTD |
|
|
-54.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.220 |
0.890 |
| 1M High / 1M Low: |
2.050 |
0.890 |
| 6M High / 6M Low: |
2.890 |
0.780 |
| High (YTD): |
1/2/2025 |
2.050 |
| Low (YTD): |
1/23/2025 |
0.890 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.022 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.586 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.552 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.85% |
| Volatility 6M: |
|
203.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |