BVT Put 40 IFX 20.12.2024
/ DE000VM0KK42
BVT Put 40 IFX 20.12.2024/ DE000VM0KK42 /
| 5/16/2024 8:12:15 AM |
Chg.-0.46 |
Bid9:23:41 AM |
Ask9:23:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.71EUR |
-8.90% |
4.71
Bid Size: 22,000 |
4.72
Ask Size: 22,000 |
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: |
-7.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.28 |
| Intrinsic value: |
2.80 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.36 |
| Parity: |
2.80 |
| Time value: |
2.44 |
| Break-even: |
34.76 |
| Moneyness: |
1.08 |
| Premium: |
0.07 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.08 |
| Spread %: |
1.55% |
| Delta: |
-0.52 |
| Theta: |
-0.01 |
| Omega: |
-3.66 |
| Rho: |
-0.15 |
Quote data
| Open: |
4.71 |
| High: |
4.71 |
| Low: |
4.71 |
| Previous Close: |
5.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.07% |
| 1 Month |
|
|
-47.26% |
| 3 Months |
|
|
-40.90% |
| YTD |
|
|
-20.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.82 |
4.67 |
| 1M High / 1M Low: |
10.30 |
4.67 |
| 6M High / 6M Low: |
10.30 |
4.67 |
| High (YTD): |
4/23/2024 |
10.30 |
| Low (YTD): |
5/13/2024 |
4.67 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.77 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.21% |
| Volatility 6M: |
|
103.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
