BVT Call 580 GS 20.12.2024
/ DE000VC06GF0
BVT Call 580 GS 20.12.2024/ DE000VC06GF0 /
| 14/11/2024 19:46:14 |
Chg.-0.720 |
Bid21:59:55 |
Ask21:59:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.060EUR |
-25.90% |
-
Bid Size: - |
-
Ask Size: - |
Goldman Sachs Group ... |
580.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VC06GF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
580.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
01/08/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.53 |
| Intrinsic value: |
1.35 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.24 |
| Parity: |
1.35 |
| Time value: |
1.20 |
| Break-even: |
574.44 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.03 |
| Spread %: |
1.19% |
| Delta: |
0.65 |
| Theta: |
-0.25 |
| Omega: |
14.42 |
| Rho: |
0.34 |
Quote data
| Open: |
2.630 |
| High: |
2.740 |
| Low: |
2.060 |
| Previous Close: |
2.780 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.98% |
| 1 Month |
|
|
+329.17% |
| 3 Months |
|
|
+281.48% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.030 |
2.040 |
| 1M High / 1M Low: |
3.030 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.534 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.963 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
2,153.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
