BVT Put 27.5 IFX 21.03.2025
/ DE000VC0RM10
BVT Put 27.5 IFX 21.03.2025/ DE000VC0RM10 /
| 8/2/2024 9:51:22 AM |
Chg.+0.67 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.26EUR |
+42.14% |
-
Bid Size: - |
-
Ask Size: - |
INFINEON TECH.AG NA ... |
27.50 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
VC0RM1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
INFINEON TECH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
27.50 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
7/25/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-11.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.36 |
| Parity: |
-2.03 |
| Time value: |
2.51 |
| Break-even: |
24.99 |
| Moneyness: |
0.93 |
| Premium: |
0.15 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.08 |
| Spread %: |
3.29% |
| Delta: |
-0.33 |
| Theta: |
-0.01 |
| Omega: |
-3.84 |
| Rho: |
-0.08 |
Quote data
| Open: |
2.26 |
| High: |
2.26 |
| Low: |
2.26 |
| Previous Close: |
1.59 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.14% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.26 |
1.57 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
