BVT Put 40 GS2C 17.01.2025
/ DE000VD7MNJ3
BVT Put 40 GS2C 17.01.2025/ DE000VD7MNJ3 /
| 2024-11-08 7:54:40 PM |
Chg.-0.060 |
Bid9:59:51 PM |
Ask9:59:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.630EUR |
-3.55% |
-
Bid Size: - |
-
Ask Size: - |
GAMESTOP CORP. A |
40.00 - |
2025-01-17 |
Put |
Master data
| WKN: |
VD7MNJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
GAMESTOP CORP. A |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-06-10 |
| Last trading day: |
2025-01-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.84 |
| Intrinsic value: |
1.68 |
| Implied volatility: |
0.90 |
| Historic volatility: |
1.39 |
| Parity: |
1.68 |
| Time value: |
0.02 |
| Break-even: |
23.00 |
| Moneyness: |
1.72 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.05 |
| Spread %: |
3.03% |
| Delta: |
-0.88 |
| Theta: |
-0.01 |
| Omega: |
-1.20 |
| Rho: |
-0.07 |
Quote data
| Open: |
1.680 |
| High: |
1.690 |
| Low: |
1.630 |
| Previous Close: |
1.690 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.39% |
| 1 Month |
|
|
-13.30% |
| 3 Months |
|
|
-13.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.740 |
1.630 |
| 1M High / 1M Low: |
1.910 |
1.630 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.696 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.799 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
26.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
