BVT Put 60 GM 21.03.2025/  DE000VC9FK17  /

EUWAX
1/23/2025  8:29:48 AM Chg.+0.100 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.770EUR +14.93% -
Bid Size: -
-
Ask Size: -
General Motors Compa... 60.00 USD 3/21/2025 Put
 

Master data

WKN: VC9FK1
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: General Motors Company
Type: Warrant
Option type: Put
Strike price: 60.00 USD
Maturity: 3/21/2025
Issue date: 11/26/2024
Last trading day: 3/21/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -6.50
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.70
Implied volatility: 0.41
Historic volatility: 0.30
Parity: 0.70
Time value: 0.08
Break-even: 49.85
Moneyness: 1.14
Premium: 0.02
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 1.30%
Delta: -0.76
Theta: -0.02
Omega: -4.91
Rho: -0.07
 

Quote data

Open: 0.770
High: 0.770
Low: 0.770
Previous Close: 0.670
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.47%
1 Month
  -10.47%
3 Months     -
YTD  
+11.59%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.920 0.670
1M High / 1M Low: 1.050 0.670
6M High / 6M Low: - -
High (YTD): 1/13/2025 1.050
Low (YTD): 1/22/2025 0.670
52W High: - -
52W Low: - -
Avg. price 1W:   0.846
Avg. volume 1W:   0.000
Avg. price 1M:   0.858
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   174.65%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -