BVT Put 20 IFX 21.03.2025
/ DE000VD4LEW4
BVT Put 20 IFX 21.03.2025/ DE000VD4LEW4 /
| 2024-11-08 9:18:09 AM |
Chg.-0.050 |
Bid1:07:40 PM |
Ask1:07:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
-16.67% |
0.260
Bid Size: 30,000 |
0.270
Ask Size: 30,000 |
INFINEON TECH.AG NA ... |
20.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
VD4LEW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
INFINEON TECH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2025-03-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-115.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.37 |
| Parity: |
-8.94 |
| Time value: |
0.25 |
| Break-even: |
19.75 |
| Moneyness: |
0.69 |
| Premium: |
0.32 |
| Premium p.a.: |
1.13 |
| Spread abs.: |
0.01 |
| Spread %: |
4.17% |
| Delta: |
-0.06 |
| Theta: |
0.00 |
| Omega: |
-7.45 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.300 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.47% |
| 1 Month |
|
|
-35.90% |
| 3 Months |
|
|
-44.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.280 |
| 1M High / 1M Low: |
0.410 |
0.240 |
| 6M High / 6M Low: |
0.640 |
0.228 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.304 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.306 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.327 |
| Avg. volume 6M: |
|
9.618 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.64% |
| Volatility 6M: |
|
187.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
