BVT Call 38 IFX 20.12.2024
/ DE000VM70CP3
BVT Call 38 IFX 20.12.2024/ DE000VM70CP3 /
12/07/2024 08:41:43 |
Chg.-0.030 |
Bid15:37:43 |
Ask15:37:43 |
Underlying |
Strike price |
Expiration date |
Option type |
0.720EUR |
-4.00% |
0.760 Bid Size: 18,000 |
0.770 Ask Size: 18,000 |
INFINEON TECH.AG NA ... |
38.00 EUR |
20/12/2024 |
Call |
Master data
WKN: |
VM70CP |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
INFINEON TECH.AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
38.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
05/01/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
47.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.48 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.16 |
Historic volatility: |
0.36 |
Parity: |
-2.70 |
Time value: |
0.75 |
Break-even: |
38.75 |
Moneyness: |
0.93 |
Premium: |
0.10 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.02 |
Spread %: |
2.74% |
Delta: |
0.32 |
Theta: |
-0.01 |
Omega: |
14.94 |
Rho: |
0.05 |
Quote data
Open: |
0.720 |
High: |
0.720 |
Low: |
0.720 |
Previous Close: |
0.750 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-27.27% |
3 Months |
|
|
+9.09% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.770 |
0.710 |
1M High / 1M Low: |
1.080 |
0.600 |
6M High / 6M Low: |
1.080 |
0.400 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.744 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.763 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.720 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
114.59% |
Volatility 6M: |
|
146.76% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |