BVT Put 40 IFX 21.06.2024
/ DE000VM0M1X1
BVT Put 40 IFX 21.06.2024/ DE000VM0M1X1 /
| 2024-05-31 4:54:11 PM |
Chg.+0.450 |
Bid6:09:50 PM |
Ask6:09:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.500EUR |
+14.75% |
3.380
Bid Size: 2,000 |
3.430
Ask Size: 2,000 |
INFINEON TECH.AG NA ... |
40.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
VM0M1X |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
INFINEON TECH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-03 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-11.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.19 |
| Intrinsic value: |
2.92 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.36 |
| Parity: |
2.92 |
| Time value: |
0.34 |
| Break-even: |
36.75 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.13 |
| Spread %: |
4.17% |
| Delta: |
-0.78 |
| Theta: |
-0.02 |
| Omega: |
-8.85 |
| Rho: |
-0.02 |
Quote data
| Open: |
3.300 |
| High: |
3.500 |
| Low: |
3.300 |
| Previous Close: |
3.050 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.66% |
| 1 Month |
|
|
-53.83% |
| 3 Months |
|
|
-50.57% |
| YTD |
|
|
-22.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.100 |
2.190 |
| 1M High / 1M Low: |
8.640 |
2.190 |
| 6M High / 6M Low: |
10.060 |
2.190 |
| High (YTD): |
2024-04-23 |
10.060 |
| Low (YTD): |
2024-05-28 |
2.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.668 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.065 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.417 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
313.00% |
| Volatility 6M: |
|
169.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
