BVT Put 39 IFX 19.07.2024
/ DE000VD51X84
BVT Put 39 IFX 19.07.2024/ DE000VD51X84 /
| 2024-06-05 7:51:33 PM |
Chg.-0.370 |
Bid8:53:57 AM |
Ask8:53:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.540EUR |
-12.71% |
2.440
Bid Size: 2,000 |
2.500
Ask Size: 2,000 |
INFINEON TECH.AG NA ... |
39.00 EUR |
2024-07-19 |
Put |
Master data
| WKN: |
VD51X8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
INFINEON TECH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
39.00 EUR |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2024-07-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.12 |
| Intrinsic value: |
2.29 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.36 |
| Parity: |
2.29 |
| Time value: |
0.64 |
| Break-even: |
36.07 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.10 |
| Spread %: |
3.53% |
| Delta: |
-0.67 |
| Theta: |
-0.01 |
| Omega: |
-8.45 |
| Rho: |
-0.03 |
Quote data
| Open: |
2.890 |
| High: |
2.890 |
| Low: |
2.480 |
| Previous Close: |
2.910 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.22% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.000 |
2.540 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.808 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
