BVT Put 400 GOS 20.12.2024
/ DE000VD32331
BVT Put 400 GOS 20.12.2024/ DE000VD32331 /
| 2024-07-30 8:58:33 AM |
Chg.+0.040 |
Bid1:18:55 PM |
Ask1:18:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
+10.26% |
0.420
Bid Size: 7,200 |
0.450
Ask Size: 7,200 |
GOLDMAN SACHS GRP IN... |
400.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD3233 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
GOLDMAN SACHS GRP INC. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
400.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-15 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-99.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.19 |
| Parity: |
-5.54 |
| Time value: |
0.46 |
| Break-even: |
395.40 |
| Moneyness: |
0.88 |
| Premium: |
0.13 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.03 |
| Spread %: |
6.98% |
| Delta: |
-0.13 |
| Theta: |
-0.04 |
| Omega: |
-13.36 |
| Rho: |
-0.26 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.52% |
| 1 Month |
|
|
-59.81% |
| 3 Months |
|
|
-75.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.390 |
| 1M High / 1M Low: |
0.930 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.448 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.573 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
