BVT Put 480 GOS 20.12.2024
/ DE000VD6DH80
BVT Put 480 GOS 20.12.2024/ DE000VD6DH80 /
| 2024-10-11 8:04:27 PM |
Chg.-0.410 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
-29.29% |
-
Bid Size: - |
-
Ask Size: - |
GOLDMAN SACHS GRP IN... |
480.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD6DH8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
GOLDMAN SACHS GRP INC. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
480.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-20 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-45.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.96 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
0.09 |
| Historic volatility: |
0.21 |
| Parity: |
0.79 |
| Time value: |
0.24 |
| Break-even: |
469.70 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.03 |
| Spread %: |
3.00% |
| Delta: |
-0.59 |
| Theta: |
-0.03 |
| Omega: |
-27.22 |
| Rho: |
-0.55 |
Quote data
| Open: |
1.350 |
| High: |
1.350 |
| Low: |
0.990 |
| Previous Close: |
1.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-44.69% |
| 1 Month |
|
|
-56.58% |
| 3 Months |
|
|
-58.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.730 |
0.990 |
| 1M High / 1M Low: |
2.280 |
0.990 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.432 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.696 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
