BVT Put 56 GM 21.03.2025/ DE000VC8R777 /
| 23/01/2025 20:04:59 | Chg.-0.070 | Bid21:59:55 | Ask21:59:55 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.390EUR | -15.22% | - Bid Size: - |
- Ask Size: - |
General Motors Compa... | 56.00 USD | 21/03/2025 | Put |
Master data
| WKN: | VC8R77 |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | General Motors Company |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 56.00 USD |
| Maturity: | 21/03/2025 |
| Issue date: | 19/11/2024 |
| Last trading day: | 21/03/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -10.56 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.42 |
|---|---|
| Intrinsic value: | 0.31 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.30 |
| Parity: | 0.31 |
| Time value: | 0.17 |
| Break-even: | 49.01 |
| Moneyness: | 1.06 |
| Premium: | 0.03 |
| Premium p.a.: | 0.23 |
| Spread abs.: | 0.01 |
| Spread %: | 2.13% |
| Delta: | -0.61 |
| Theta: | -0.02 |
| Omega: | -6.48 |
| Rho: | -0.06 |
Quote data
| Open: | 0.470 |
|---|---|
| High: | 0.470 |
| Low: | 0.390 |
| Previous Close: | 0.460 |
| Turnover: | 0.000 |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -35.00% | ||
|---|---|---|---|
| 1 Month | -27.78% | ||
| 3 Months | - | ||
| YTD | -9.30% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.600 | 0.390 |
|---|---|---|
| 1M High / 1M Low: | 0.710 | 0.390 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 13/01/2025 | 0.710 |
| Low (YTD): | 23/01/2025 | 0.390 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.490 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.550 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 258.16% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |