BVT Put 40 GS2C 20.06.2025
/ DE000VD93AY0
BVT Put 40 GS2C 20.06.2025/ DE000VD93AY0 /
| 9/4/2024 8:34:23 AM |
Chg.+0.07 |
Bid9:04:07 AM |
Ask9:04:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.95EUR |
+3.72% |
1.94
Bid Size: 12,000 |
2.04
Ask Size: 12,000 |
GAMESTOP CORP. A |
40.00 - |
6/20/2025 |
Put |
Master data
| WKN: |
VD93AY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
GAMESTOP CORP. A |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
7/17/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.39 |
| Intrinsic value: |
1.88 |
| Implied volatility: |
0.77 |
| Historic volatility: |
1.35 |
| Parity: |
1.88 |
| Time value: |
0.09 |
| Break-even: |
20.30 |
| Moneyness: |
1.89 |
| Premium: |
0.04 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.08 |
| Spread %: |
4.23% |
| Delta: |
-0.70 |
| Theta: |
-0.01 |
| Omega: |
-0.76 |
| Rho: |
-0.27 |
Quote data
| Open: |
1.95 |
| High: |
1.95 |
| Low: |
1.95 |
| Previous Close: |
1.88 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.47% |
| 1 Month |
|
|
-7.58% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.04 |
1.87 |
| 1M High / 1M Low: |
2.17 |
1.87 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
31.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
