BVT Put 440 GOS 21.03.2025
/ DE000VD9J532
BVT Put 440 GOS 21.03.2025/ DE000VD9J532 /
| 05/09/2024 08:33:59 |
Chg.-0.07 |
Bid20:38:36 |
Ask20:38:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.58EUR |
-4.24% |
1.60
Bid Size: 15,000 |
1.63
Ask Size: 15,000 |
GOLDMAN SACHS GRP IN... |
440.00 - |
21/03/2025 |
Put |
Master data
| WKN: |
VD9J53 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
GOLDMAN SACHS GRP INC. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
440.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
09/07/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-27.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.20 |
| Parity: |
-0.28 |
| Time value: |
1.61 |
| Break-even: |
423.90 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
1.90% |
| Delta: |
-0.39 |
| Theta: |
-0.03 |
| Omega: |
-10.82 |
| Rho: |
-1.03 |
Quote data
| Open: |
1.58 |
| High: |
1.58 |
| Low: |
1.58 |
| Previous Close: |
1.65 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.80% |
| 1 Month |
|
|
-53.53% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.65 |
1.12 |
| 1M High / 1M Low: |
3.40 |
1.12 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
