BVT Put 20 GS2C 17.01.2025
/ DE000VD7RU03
BVT Put 20 GS2C 17.01.2025/ DE000VD7RU03 /
| 08/10/2024 08:42:33 |
Chg.+0.030 |
Bid13:18:04 |
Ask13:18:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
+11.11% |
0.290
Bid Size: 21,000 |
0.310
Ask Size: 21,000 |
GAMESTOP CORP. A |
20.00 - |
17/01/2025 |
Put |
Master data
| WKN: |
VD7RU0 |
| 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: |
12/06/2024 |
| Last trading day: |
17/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-6.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.66 |
| Historic volatility: |
1.36 |
| Parity: |
0.10 |
| Time value: |
0.21 |
| Break-even: |
16.90 |
| Moneyness: |
1.05 |
| Premium: |
0.11 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.02 |
| Spread %: |
6.90% |
| Delta: |
-0.48 |
| Theta: |
-0.01 |
| Omega: |
-2.92 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.43% |
| 1 Month |
|
|
+3.45% |
| 3 Months |
|
|
-23.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.230 |
| 1M High / 1M Low: |
0.340 |
0.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.262 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.270 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
