BVT Put 33.5 IFX 19.07.2024
/ DE000VD8DYY6
BVT Put 33.5 IFX 19.07.2024/ DE000VD8DYY6 /
| 2024-06-27 8:33:59 AM |
Chg.+0.200 |
Bid9:39:34 AM |
Ask9:39:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
+32.26% |
0.700
Bid Size: 24,000 |
0.710
Ask Size: 24,000 |
INFINEON TECH.AG NA ... |
33.50 EUR |
2024-07-19 |
Put |
Master data
| WKN: |
VD8DYY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
INFINEON TECH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
33.50 EUR |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-06-20 |
| Last trading day: |
2024-07-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-42.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.36 |
| Parity: |
-0.87 |
| Time value: |
0.80 |
| Break-even: |
32.70 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
1.20 |
| Spread abs.: |
0.05 |
| Spread %: |
6.67% |
| Delta: |
-0.36 |
| Theta: |
-0.02 |
| Omega: |
-15.52 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.820 |
| Previous Close: |
0.620 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.50% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.620 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.836 |
| Avg. volume 1W: |
|
0.000 |
| 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: |
|
- |
