BVT Call 38 IFX 20.12.2024
/ DE000VM70CP3
BVT Call 38 IFX 20.12.2024/ DE000VM70CP3 /
| 2024-07-26 8:42:24 AM |
Chg.-0.050 |
Bid12:17:09 PM |
Ask12:17:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
-13.16% |
0.340
Bid Size: 21,000 |
0.350
Ask Size: 21,000 |
INFINEON TECH.AG NA ... |
38.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
92.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.37 |
| Parity: |
-7.52 |
| Time value: |
0.33 |
| Break-even: |
38.33 |
| Moneyness: |
0.80 |
| Premium: |
0.26 |
| Premium p.a.: |
0.77 |
| Spread abs.: |
0.01 |
| Spread %: |
3.13% |
| Delta: |
0.13 |
| Theta: |
0.00 |
| Omega: |
12.37 |
| Rho: |
0.02 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.330 |
| Previous Close: |
0.380 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-51.47% |
| 1 Month |
|
|
-51.47% |
| 3 Months |
|
|
-45.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.380 |
| 1M High / 1M Low: |
0.790 |
0.380 |
| 6M High / 6M Low: |
1.080 |
0.380 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.542 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.671 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.710 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.23% |
| Volatility 6M: |
|
153.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
