BVT Put 440 GOS 20.12.2024
/ DE000VD4YFR4
BVT Put 440 GOS 20.12.2024/ DE000VD4YFR4 /
| 2024-05-31 7:54:11 PM |
Chg.-0.020 |
Bid9:59:41 PM |
Ask9:59:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.130EUR |
-0.93% |
-
Bid Size: - |
-
Ask Size: - |
GOLDMAN SACHS GRP IN... |
440.00 - |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-04-25 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-20.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.99 |
| Intrinsic value: |
1.92 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.19 |
| Parity: |
1.92 |
| Time value: |
0.09 |
| Break-even: |
419.90 |
| Moneyness: |
1.05 |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.03 |
| Spread %: |
1.52% |
| Delta: |
-0.59 |
| Theta: |
-0.01 |
| Omega: |
-12.43 |
| Rho: |
-1.49 |
Quote data
| Open: |
2.200 |
| High: |
2.210 |
| Low: |
2.130 |
| Previous Close: |
2.150 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.79% |
| 1 Month |
|
|
-34.06% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.150 |
1.920 |
| 1M High / 1M Low: |
3.230 |
1.710 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.048 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.192 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
