BVT Call 29.5 IFX 17.01.2025
/ DE000VC81LT4
BVT Call 29.5 IFX 17.01.2025/ DE000VC81LT4 /
| 2024-12-27 8:44:22 AM |
Chg.+0.15 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.54EUR |
+6.28% |
-
Bid Size: - |
-
Ask Size: - |
INFINEON TECH.AG NA ... |
29.50 EUR |
2025-01-17 |
Call |
Master data
| WKN: |
VC81LT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
INFINEON TECH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
29.50 EUR |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-11-21 |
| Last trading day: |
2025-01-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.63 |
| Intrinsic value: |
2.32 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.36 |
| Parity: |
2.32 |
| Time value: |
0.48 |
| Break-even: |
32.30 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.12 |
| Spread %: |
4.48% |
| Delta: |
0.78 |
| Theta: |
-0.03 |
| Omega: |
8.91 |
| Rho: |
0.01 |
Quote data
| Open: |
2.54 |
| High: |
2.54 |
| Low: |
2.54 |
| Previous Close: |
2.39 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.96% |
| 1 Month |
|
|
+22.12% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.54 |
2.39 |
| 1M High / 1M Low: |
4.26 |
1.89 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
