BVT Call 15 GME 18.10.2024
/ DE000VD7A7T2
BVT Call 15 GME 18.10.2024/ DE000VD7A7T2 /
2024-10-07 7:53:51 PM |
Chg.-0.040 |
Bid9:10:34 AM |
Ask9:10:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.560EUR |
-6.67% |
0.540 Bid Size: 14,000 |
0.580 Ask Size: 14,000 |
GameStop Corp Holdin... |
15.00 USD |
2024-10-18 |
Call |
Master data
WKN: |
VD7A7T |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
GameStop Corp Holding Company |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
15.00 USD |
Maturity: |
2024-10-18 |
Issue date: |
2024-06-05 |
Last trading day: |
2024-10-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.60 |
Intrinsic value: |
0.58 |
Implied volatility: |
1.85 |
Historic volatility: |
1.36 |
Parity: |
0.58 |
Time value: |
0.04 |
Break-even: |
19.87 |
Moneyness: |
1.43 |
Premium: |
0.02 |
Premium p.a.: |
0.85 |
Spread abs.: |
0.04 |
Spread %: |
6.90% |
Delta: |
0.90 |
Theta: |
-0.05 |
Omega: |
2.82 |
Rho: |
0.00 |
Quote data
Open: |
0.580 |
High: |
0.590 |
Low: |
0.560 |
Previous Close: |
0.600 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-13.85% |
1 Month |
|
|
-25.33% |
3 Months |
|
|
-43.43% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.650 |
0.560 |
1M High / 1M Low: |
0.890 |
0.440 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.604 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.609 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
222.27% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |