BVT Put 25 GS2C 17.01.2025
/ DE000VD7RUF5
BVT Put 25 GS2C 17.01.2025/ DE000VD7RUF5 /
| 04/09/2024 16:42:07 |
Chg.-0.010 |
Bid17:15:36 |
Ask17:15:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
-1.85% |
0.550
Bid Size: 195,000 |
0.570
Ask Size: 195,000 |
GAMESTOP CORP. A |
25.00 - |
17/01/2025 |
Put |
Master data
| WKN: |
VD7RUF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
GAMESTOP CORP. A |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
12/06/2024 |
| Last trading day: |
17/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-3.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.64 |
| Historic volatility: |
1.35 |
| Parity: |
0.41 |
| Time value: |
0.16 |
| Break-even: |
19.30 |
| Moneyness: |
1.19 |
| Premium: |
0.08 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.02 |
| Spread %: |
3.64% |
| Delta: |
-0.59 |
| Theta: |
-0.01 |
| Omega: |
-2.16 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.550 |
| High: |
0.560 |
| Low: |
0.530 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.17% |
| 1 Month |
|
|
-17.19% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.500 |
| 1M High / 1M Low: |
0.650 |
0.500 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.538 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.558 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
