BVT Put 480 GOS 20.06.2025
/ DE000VD9J6A3
BVT Put 480 GOS 20.06.2025/ DE000VD9J6A3 /
| 2024-07-30 2:04:30 PM |
Chg.-0.010 |
Bid4:20:25 PM |
Ask4:20:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.330EUR |
-0.30% |
3.040
Bid Size: 14,000 |
3.070
Ask Size: 14,000 |
GOLDMAN SACHS GRP IN... |
480.00 - |
2025-06-20 |
Put |
Master data
| WKN: |
VD9J6A |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
GOLDMAN SACHS GRP INC. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
480.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-07-09 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.81 |
| Intrinsic value: |
2.46 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.19 |
| Parity: |
2.46 |
| Time value: |
0.95 |
| Break-even: |
445.90 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.03 |
| Spread %: |
0.89% |
| Delta: |
-0.52 |
| Theta: |
-0.02 |
| Omega: |
-6.94 |
| Rho: |
-2.41 |
Quote data
| Open: |
3.380 |
| High: |
3.380 |
| Low: |
3.330 |
| Previous Close: |
3.340 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.15% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.410 |
3.200 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.324 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
