BVT Put 440 GOS 20.12.2024
/ DE000VD4YFR4
BVT Put 440 GOS 20.12.2024/ DE000VD4YFR4 /
| 05/09/2024 19:57:19 |
Chg.+0.060 |
Bid21:59:12 |
Ask21:59:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.030EUR |
+6.19% |
-
Bid Size: - |
-
Ask Size: - |
GOLDMAN SACHS GRP IN... |
440.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
VD4YFR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
GOLDMAN SACHS GRP INC. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
440.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
25/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-43.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.55 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.20 |
| Parity: |
-0.28 |
| Time value: |
1.01 |
| Break-even: |
429.90 |
| Moneyness: |
0.99 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
3.06% |
| Delta: |
-0.40 |
| Theta: |
-0.04 |
| Omega: |
-17.49 |
| Rho: |
-0.54 |
Quote data
| Open: |
0.950 |
| High: |
1.030 |
| Low: |
0.950 |
| Previous Close: |
0.970 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+63.49% |
| 1 Month |
|
|
-55.02% |
| 3 Months |
|
|
-43.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.590 |
| 1M High / 1M Low: |
2.290 |
0.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.750 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.027 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
275.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
