BVT Put 50 GS2C 17.01.2025
/ DE000VD7MNL9
BVT Put 50 GS2C 17.01.2025/ DE000VD7MNL9 /
| 12/11/2024 08:55:21 |
Chg.-0.07 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.41EUR |
-2.82% |
-
Bid Size: - |
-
Ask Size: - |
GAMESTOP CORP. A |
50.00 - |
17/01/2025 |
Put |
Master data
| WKN: |
VD7MNL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
GAMESTOP CORP. A |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
10/06/2024 |
| Last trading day: |
17/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.55 |
| Intrinsic value: |
2.44 |
| Implied volatility: |
1.25 |
| Historic volatility: |
1.40 |
| Parity: |
2.44 |
| Time value: |
0.07 |
| Break-even: |
24.90 |
| Moneyness: |
1.96 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.06 |
| Spread %: |
2.45% |
| Delta: |
-0.84 |
| Theta: |
-0.02 |
| Omega: |
-0.85 |
| Rho: |
-0.08 |
Quote data
| Open: |
2.41 |
| High: |
2.41 |
| Low: |
2.41 |
| Previous Close: |
2.48 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.37% |
| 1 Month |
|
|
-12.68% |
| 3 Months |
|
|
-13.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.63 |
2.48 |
| 1M High / 1M Low: |
2.79 |
2.48 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.58 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
32.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
