BVT Put 30.5 IFX 15.11.2024
/ DE000VC3FHQ4
BVT Put 30.5 IFX 15.11.2024/ DE000VC3FHQ4 /
| 2024-11-04 10:35:54 AM |
Chg.-0.28 |
Bid9:40:59 PM |
Ask9:40:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.95EUR |
-12.56% |
2.05
Bid Size: 3,000 |
2.13
Ask Size: 3,000 |
INFINEON TECH.AG NA ... |
30.50 EUR |
2024-11-15 |
Put |
Master data
| WKN: |
VC3FHQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
INFINEON TECH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.50 EUR |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-09-05 |
| Last trading day: |
2024-11-15 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-14.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
1.13 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.37 |
| Parity: |
1.13 |
| Time value: |
0.91 |
| Break-even: |
28.46 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
1.75 |
| Spread abs.: |
0.08 |
| Spread %: |
4.08% |
| Delta: |
-0.60 |
| Theta: |
-0.06 |
| Omega: |
-8.62 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.91 |
| High: |
1.95 |
| Low: |
1.91 |
| Previous Close: |
2.23 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+51.16% |
| 1 Month |
|
|
-12.16% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.26 |
1.28 |
| 1M High / 1M Low: |
2.26 |
1.28 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.73 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
265.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
