BVT Put 30 GS2C 20.09.2024
/ DE000VD93A16
BVT Put 30 GS2C 20.09.2024/ DE000VD93A16 /
| 29/07/2024 08:34:19 |
Chg.-0.040 |
Bid18:03:07 |
Ask18:03:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
-5.19% |
0.730
Bid Size: 190,000 |
0.780
Ask Size: 190,000 |
GAMESTOP CORP. A |
30.00 - |
20/09/2024 |
Put |
Master data
| WKN: |
VD93A1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
GAMESTOP CORP. A |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
17/07/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.55 |
| Historic volatility: |
1.37 |
| Parity: |
0.78 |
| Time value: |
0.00 |
| Break-even: |
22.20 |
| Moneyness: |
1.35 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.05 |
| Spread %: |
6.85% |
| Delta: |
-0.90 |
| Theta: |
0.00 |
| Omega: |
-2.58 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.730 |
| High: |
0.730 |
| Low: |
0.730 |
| Previous Close: |
0.770 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.19% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.740 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.764 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
