BVT Put 30 IFX 19.07.2024
/ DE000VD5E564
BVT Put 30 IFX 19.07.2024/ DE000VD5E564 /
| 2024-06-26 7:54:30 PM |
Chg.-0.003 |
Bid10:00:45 AM |
Ask10:00:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.128EUR |
-2.29% |
0.119
Bid Size: 24,000 |
0.129
Ask Size: 24,000 |
INFINEON TECH.AG NA ... |
30.00 EUR |
2024-07-19 |
Put |
Master data
| WKN: |
VD5E56 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
INFINEON TECH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 EUR |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-05-03 |
| Last trading day: |
2024-07-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-250.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.36 |
| Parity: |
-4.37 |
| Time value: |
0.14 |
| Break-even: |
29.86 |
| Moneyness: |
0.87 |
| Premium: |
0.13 |
| Premium p.a.: |
6.72 |
| Spread abs.: |
0.01 |
| Spread %: |
7.87% |
| Delta: |
-0.08 |
| Theta: |
-0.01 |
| Omega: |
-20.48 |
| Rho: |
0.00 |
Quote data
| Open: |
0.100 |
| High: |
0.128 |
| Low: |
0.100 |
| Previous Close: |
0.131 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.89% |
| 1 Month |
|
|
-3.03% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.197 |
0.128 |
| 1M High / 1M Low: |
0.197 |
0.062 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.159 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.131 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
390.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
