BVT Put 25 GS2C 17.01.2025
/ DE000VD7RUF5
BVT Put 25 GS2C 17.01.2025/ DE000VD7RUF5 /
10/8/2024 4:45:40 PM |
Chg.0.000 |
Bid5:11:36 PM |
Ask5:11:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.570EUR |
0.00% |
0.570 Bid Size: 210,000 |
0.590 Ask Size: 210,000 |
GAMESTOP CORP. A |
25.00 - |
1/17/2025 |
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: |
1/17/2025 |
Issue date: |
6/12/2024 |
Last trading day: |
1/17/2025 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-3.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.94 |
Intrinsic value: |
0.60 |
Implied volatility: |
0.37 |
Historic volatility: |
1.36 |
Parity: |
0.60 |
Time value: |
-0.01 |
Break-even: |
19.10 |
Moneyness: |
1.31 |
Premium: |
0.00 |
Premium p.a.: |
-0.01 |
Spread abs.: |
0.02 |
Spread %: |
3.51% |
Delta: |
-0.90 |
Theta: |
0.00 |
Omega: |
-2.89 |
Rho: |
-0.06 |
Quote data
Open: |
0.580 |
High: |
0.580 |
Low: |
0.570 |
Previous Close: |
0.570 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+5.56% |
1 Month |
|
|
+5.56% |
3 Months |
|
|
-9.52% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.570 |
0.540 |
1M High / 1M Low: |
0.610 |
0.480 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.556 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.543 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
106.17% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |