BVT Put 21 IFX 20.06.2025
/ DE000VD0LL72
BVT Put 21 IFX 20.06.2025/ DE000VD0LL72 /
2024-09-10 8:21:34 AM |
Chg.-0.010 |
Bid3:44:53 PM |
Ask3:44:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.880EUR |
-1.12% |
0.950 Bid Size: 30,000 |
0.960 Ask Size: 30,000 |
INFINEON TECH.AG NA ... |
21.00 EUR |
2025-06-20 |
Put |
Master data
WKN: |
VD0LL7 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
INFINEON TECH.AG NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
21.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2024-02-20 |
Last trading day: |
2025-06-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-32.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.49 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.36 |
Parity: |
-8.24 |
Time value: |
0.90 |
Break-even: |
20.10 |
Moneyness: |
0.72 |
Premium: |
0.31 |
Premium p.a.: |
0.42 |
Spread abs.: |
0.02 |
Spread %: |
2.27% |
Delta: |
-0.13 |
Theta: |
0.00 |
Omega: |
-4.28 |
Rho: |
-0.04 |
Quote data
Open: |
0.880 |
High: |
0.880 |
Low: |
0.880 |
Previous Close: |
0.890 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+72.55% |
1 Month |
|
|
+4.76% |
3 Months |
|
|
+72.55% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.890 |
0.510 |
1M High / 1M Low: |
0.890 |
0.510 |
6M High / 6M Low: |
1.090 |
0.420 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.732 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.637 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.684 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
167.94% |
Volatility 6M: |
|
147.62% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |