BVT Put 27.5 IFX 21.03.2025
/ DE000VC0RM10
BVT Put 27.5 IFX 21.03.2025/ DE000VC0RM10 /
9/10/2024 8:49:54 AM |
Chg.-0.06 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.27EUR |
-2.58% |
- 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: |
-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: |
|
- |