BVT Put 40 GS2C 17.01.2025
/ DE000VD7MNJ3
BVT Put 40 GS2C 17.01.2025/ DE000VD7MNJ3 /
| 11/12/2024 7:55:04 PM |
Chg.+0.080 |
Bid9:54:56 PM |
Ask9:54:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.640EUR |
+5.13% |
-
Bid Size: - |
-
Ask Size: - |
GAMESTOP CORP. A |
40.00 - |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
6/10/2024 |
| Last trading day: |
1/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.67 |
| Intrinsic value: |
1.44 |
| Implied volatility: |
1.30 |
| Historic volatility: |
1.40 |
| Parity: |
1.44 |
| Time value: |
0.19 |
| Break-even: |
23.70 |
| Moneyness: |
1.56 |
| Premium: |
0.07 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.06 |
| Spread %: |
3.82% |
| Delta: |
-0.70 |
| Theta: |
-0.03 |
| Omega: |
-1.10 |
| Rho: |
-0.06 |
Quote data
| Open: |
1.550 |
| High: |
1.640 |
| Low: |
1.550 |
| Previous Close: |
1.560 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.65% |
| 1 Month |
|
|
-11.83% |
| 3 Months |
|
|
-14.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.720 |
1.560 |
| 1M High / 1M Low: |
1.910 |
1.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.660 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.781 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
29.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
