BVT Call 36.5 IFX 19.07.2024
/ DE000VD58L16
BVT Call 36.5 IFX 19.07.2024/ DE000VD58L16 /
| 12/07/2024 08:40:41 |
Chg.-0.114 |
Bid18:55:35 |
Ask18:55:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.196EUR |
-36.77% |
0.370
Bid Size: 8,200 |
0.390
Ask Size: 8,200 |
INFINEON TECH.AG NA ... |
36.50 EUR |
19/07/2024 |
Call |
Master data
| WKN: |
VD58L1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
INFINEON TECH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.50 EUR |
| Maturity: |
19/07/2024 |
| Issue date: |
16/05/2024 |
| Last trading day: |
19/07/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
159.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.36 |
| Parity: |
-1.20 |
| Time value: |
0.22 |
| Break-even: |
36.72 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
6.83 |
| Spread abs.: |
0.03 |
| Spread %: |
14.51% |
| Delta: |
0.24 |
| Theta: |
-0.04 |
| Omega: |
38.47 |
| Rho: |
0.00 |
Quote data
| Open: |
0.196 |
| High: |
0.196 |
| Low: |
0.196 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.03% |
| 1 Month |
|
|
-91.66% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.250 |
| 1M High / 1M Low: |
2.670 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.382 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.860 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
436.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
