BVT Put 36 IFX 21.03.2025
/ DE000VD3V4H3
BVT Put 36 IFX 21.03.2025/ DE000VD3V4H3 /
2024-06-25 2:04:29 PM |
Chg.+0.010 |
Bid3:32:53 PM |
Ask3:32:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.200EUR |
+0.84% |
1.200 Bid Size: 18,000 |
1.210 Ask Size: 18,000 |
INFINEON TECH.AG NA ... |
36.00 EUR |
2025-03-21 |
Put |
Master data
WKN: |
VD3V4H |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
INFINEON TECH.AG NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
36.00 EUR |
Maturity: |
2025-03-21 |
Issue date: |
2024-04-11 |
Last trading day: |
2025-03-21 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-28.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.81 |
Intrinsic value: |
2.00 |
Implied volatility: |
0.04 |
Historic volatility: |
0.36 |
Parity: |
2.00 |
Time value: |
-0.79 |
Break-even: |
34.79 |
Moneyness: |
1.06 |
Premium: |
-0.02 |
Premium p.a.: |
-0.03 |
Spread abs.: |
0.02 |
Spread %: |
1.68% |
Delta: |
-0.78 |
Theta: |
0.00 |
Omega: |
-22.01 |
Rho: |
-0.21 |
Quote data
Open: |
1.210 |
High: |
1.210 |
Low: |
1.200 |
Previous Close: |
1.190 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+17.65% |
1 Month |
|
|
+33.33% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.190 |
1.020 |
1M High / 1M Low: |
1.190 |
0.850 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.122 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.980 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
75.30% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |