BVT Put 480 VRTX 20.06.2025
/ DE000VD9F9M6
BVT Put 480 VRTX 20.06.2025/ DE000VD9F9M6 /
| 1/24/2025 10:21:44 AM |
Chg.-0.420 |
Bid12:28:53 PM |
Ask12:28:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.370EUR |
-7.25% |
5.420
Bid Size: 5,000 |
5.630
Ask Size: 5,000 |
Vertex Pharmaceutica... |
480.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
VD9F9M |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
480.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
7/8/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.61 |
| Intrinsic value: |
3.87 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.23 |
| Parity: |
3.87 |
| Time value: |
1.58 |
| Break-even: |
406.34 |
| Moneyness: |
1.09 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.04 |
| Spread %: |
0.74% |
| Delta: |
-0.61 |
| Theta: |
-0.09 |
| Omega: |
-4.72 |
| Rho: |
-1.26 |
Quote data
| Open: |
5.370 |
| High: |
5.370 |
| Low: |
5.370 |
| Previous Close: |
5.790 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.09% |
| 1 Month |
|
|
-36.82% |
| 3 Months |
|
|
+20.40% |
| YTD |
|
|
-32.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
6.580 |
5.790 |
| 1M High / 1M Low: |
8.200 |
5.790 |
| 6M High / 6M Low: |
9.590 |
3.440 |
| High (YTD): |
1/2/2025 |
8.200 |
| Low (YTD): |
1/23/2025 |
5.790 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.156 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.191 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.225 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.87% |
| Volatility 6M: |
|
125.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |