BVT Put 25 GS2C 20.06.2025
/ DE000VD8B4A7
BVT Put 25 GS2C 20.06.2025/ DE000VD8B4A7 /
| 2024-07-29 4:54:27 PM |
Chg.0.000 |
Bid5:00:59 PM |
Ask5:00:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
0.00% |
0.840
Bid Size: 240,000 |
0.890
Ask Size: 240,000 |
GAMESTOP CORP. A |
25.00 - |
2025-06-20 |
Put |
Master data
| WKN: |
VD8B4A |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
GAMESTOP CORP. A |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-06-20 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.22 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.93 |
| Historic volatility: |
1.37 |
| Parity: |
0.28 |
| Time value: |
0.61 |
| Break-even: |
16.10 |
| Moneyness: |
1.12 |
| Premium: |
0.28 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.05 |
| Spread %: |
5.95% |
| Delta: |
-0.37 |
| Theta: |
-0.01 |
| Omega: |
-0.91 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.840 |
| High: |
0.840 |
| Low: |
0.840 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-7.69% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.830 |
| 1M High / 1M Low: |
0.950 |
0.780 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.844 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.860 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
40.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
