BVT Put 27.5 IFX 21.03.2025
/ DE000VC0RM10
BVT Put 27.5 IFX 21.03.2025/ DE000VC0RM10 /
| 10/09/2024 08:49:54 |
Chg.-0.06 |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.27EUR |
-2.58% |
-
Bid Size: - |
-
Ask Size: - |
INFINEON TECH.AG NA ... |
27.50 EUR |
21/03/2025 |
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: |
21/03/2025 |
| Issue date: |
25/07/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.92 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.36 |
| Parity: |
-1.74 |
| Time value: |
2.32 |
| Break-even: |
25.18 |
| Moneyness: |
0.94 |
| Premium: |
0.14 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.04 |
| Spread %: |
1.75% |
| Delta: |
-0.34 |
| Theta: |
-0.01 |
| Omega: |
-4.26 |
| Rho: |
-0.06 |
Quote data
| Open: |
2.27 |
| High: |
2.27 |
| Low: |
2.27 |
| Previous Close: |
2.33 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+80.16% |
| 1 Month |
|
|
+8.10% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.33 |
1.26 |
| 1M High / 1M Low: |
2.33 |
1.25 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
