BVT Put 40 IFX 20.12.2024
/ DE000VM0KK42
BVT Put 40 IFX 20.12.2024/ DE000VM0KK42 /
| 6/5/2024 8:12:09 AM |
Chg.-0.10 |
Bid6:51:32 PM |
Ask6:51:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.19EUR |
-1.89% |
4.98
Bid Size: 2,000 |
5.01
Ask Size: 2,000 |
INFINEON TECH.AG NA ... |
40.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
VM0KK4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
INFINEON TECH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
8/1/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.36 |
| Intrinsic value: |
3.29 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.36 |
| Parity: |
3.29 |
| Time value: |
2.05 |
| Break-even: |
34.66 |
| Moneyness: |
1.09 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.09 |
| Spread %: |
1.71% |
| Delta: |
-0.55 |
| Theta: |
-0.01 |
| Omega: |
-3.76 |
| Rho: |
-0.14 |
Quote data
| Open: |
5.19 |
| High: |
5.19 |
| Low: |
5.19 |
| Previous Close: |
5.29 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.66% |
| 1 Month |
|
|
-42.52% |
| 3 Months |
|
|
-35.29% |
| YTD |
|
|
-12.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.29 |
4.69 |
| 1M High / 1M Low: |
9.16 |
4.67 |
| 6M High / 6M Low: |
10.30 |
4.67 |
| High (YTD): |
4/23/2024 |
10.30 |
| Low (YTD): |
5/28/2024 |
4.67 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.46 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.00% |
| Volatility 6M: |
|
110.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
