BVT Put 440 VRTX 21.03.2025
/ DE000VD9F8R7
BVT Put 440 VRTX 21.03.2025/ DE000VD9F8R7 /
| 1/24/2025 8:57:50 AM |
Chg.-0.48 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.04EUR |
-19.05% |
-
Bid Size: - |
-
Ask Size: - |
Vertex Pharmaceutica... |
440.00 USD |
3/21/2025 |
Put |
Master data
| WKN: |
VD9F8R |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
440.00 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: |
-20.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
0.04 |
| Time value: |
2.04 |
| Break-even: |
398.46 |
| Moneyness: |
1.00 |
| Premium: |
0.05 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.04 |
| Spread %: |
1.96% |
| Delta: |
-0.46 |
| Theta: |
-0.18 |
| Omega: |
-9.35 |
| Rho: |
-0.32 |
Quote data
| Open: |
2.04 |
| High: |
2.04 |
| Low: |
2.04 |
| Previous Close: |
2.52 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.29% |
| 1 Month |
|
|
-58.28% |
| 3 Months |
|
|
-11.30% |
| YTD |
|
|
-49.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.89 |
2.04 |
| 1M High / 1M Low: |
4.35 |
2.04 |
| 6M High / 6M Low: |
5.82 |
1.44 |
| High (YTD): |
1/7/2025 |
4.35 |
| Low (YTD): |
1/24/2025 |
2.04 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.71 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.49% |
| Volatility 6M: |
|
238.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |