BVT Call 20 GME 18.10.2024
/ DE000VD7RUU4
BVT Call 20 GME 18.10.2024/ DE000VD7RUU4 /
2024-09-04 10:23:36 AM |
Chg.-0.020 |
Bid10:23:36 AM |
Ask10:23:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.250EUR |
-7.41% |
0.250 Bid Size: 20,000 |
0.310 Ask Size: 20,000 |
GameStop Corp Holdin... |
20.00 USD |
2024-10-18 |
Call |
Master data
WKN: |
VD7RUU |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
GameStop Corp Holding Company |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
20.00 USD |
Maturity: |
2024-10-18 |
Issue date: |
2024-06-12 |
Last trading day: |
2024-10-18 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
6.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.52 |
Intrinsic value: |
0.28 |
Implied volatility: |
0.31 |
Historic volatility: |
1.35 |
Parity: |
0.28 |
Time value: |
0.02 |
Break-even: |
21.10 |
Moneyness: |
1.16 |
Premium: |
0.01 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
7.14% |
Delta: |
0.92 |
Theta: |
-0.01 |
Omega: |
6.46 |
Rho: |
0.02 |
Quote data
Open: |
0.250 |
High: |
0.250 |
Low: |
0.250 |
Previous Close: |
0.270 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+50.60% |
1 Month |
|
|
+19.05% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.280 |
0.166 |
1M High / 1M Low: |
0.280 |
0.166 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.247 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.236 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
209.49% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |