BVT Put 520 VRTX 20.06.2025
/ DE000VC02104
BVT Put 520 VRTX 20.06.2025/ DE000VC02104 /
| 1/24/2025 7:44:16 PM |
Chg.-0.320 |
Bid9:59:47 PM |
Ask9:59:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.340EUR |
-3.70% |
-
Bid Size: - |
-
Ask Size: - |
Vertex Pharmaceutica... |
520.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
VC0210 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
520.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
7/31/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.71 |
| Intrinsic value: |
7.71 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
7.71 |
| Time value: |
0.68 |
| Break-even: |
415.34 |
| Moneyness: |
1.18 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.04 |
| Spread %: |
0.48% |
| Delta: |
-0.74 |
| Theta: |
-0.07 |
| Omega: |
-3.73 |
| Rho: |
-1.60 |
Quote data
| Open: |
8.310 |
| High: |
8.450 |
| Low: |
8.260 |
| Previous Close: |
8.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.93% |
| 1 Month |
|
|
-29.32% |
| 3 Months |
|
|
+29.30% |
| YTD |
|
|
-25.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
9.780 |
8.660 |
| 1M High / 1M Low: |
11.540 |
8.660 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
11.540 |
| Low (YTD): |
1/23/2025 |
8.660 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.252 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
10.446 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |