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: |
|
- |