BVT Put 20 GS2C 17.01.2025
/ DE000VD7A568
BVT Put 20 GS2C 17.01.2025/ DE000VD7A568 /
| 11/11/2024 10:35:19 |
Chg.-0.005 |
Bid11:37:33 |
Ask11:37:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.125EUR |
-3.85% |
0.115
Bid Size: 22,000 |
0.164
Ask Size: 22,000 |
GAMESTOP CORP. A |
20.00 - |
17/01/2025 |
Put |
Master data
| WKN: |
VD7A56 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
GAMESTOP CORP. A |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
05/06/2024 |
| Last trading day: |
17/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.89 |
| Historic volatility: |
1.39 |
| Parity: |
-0.32 |
| Time value: |
0.19 |
| Break-even: |
18.15 |
| Moneyness: |
0.86 |
| Premium: |
0.22 |
| Premium p.a.: |
1.93 |
| Spread abs.: |
0.05 |
| Spread %: |
34.06% |
| Delta: |
-0.28 |
| Theta: |
-0.02 |
| Omega: |
-3.45 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.125 |
| High: |
0.125 |
| Low: |
0.125 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.16% |
| 1 Month |
|
|
-51.92% |
| 3 Months |
|
|
-62.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.174 |
0.130 |
| 1M High / 1M Low: |
0.260 |
0.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.154 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.205 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
