BVT Put 36 IFX 21.03.2025
/ DE000VD3V4H3
BVT Put 36 IFX 21.03.2025/ DE000VD3V4H3 /
2024-06-28 8:52:28 AM |
Chg.-0.01 |
Bid9:59:59 PM |
Ask9:59:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.15EUR |
-0.86% |
- Bid Size: - |
- Ask Size: - |
INFINEON TECH.AG NA ... |
36.00 EUR |
2025-03-21 |
Put |
Master data
WKN: |
VD3V4H |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
INFINEON TECH.AG NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
36.00 EUR |
Maturity: |
2025-03-21 |
Issue date: |
2024-04-11 |
Last trading day: |
2025-03-21 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-28.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.79 |
Intrinsic value: |
2.01 |
Implied volatility: |
0.04 |
Historic volatility: |
0.36 |
Parity: |
2.01 |
Time value: |
-0.83 |
Break-even: |
34.82 |
Moneyness: |
1.06 |
Premium: |
-0.02 |
Premium p.a.: |
-0.03 |
Spread abs.: |
0.02 |
Spread %: |
1.72% |
Delta: |
-0.82 |
Theta: |
0.00 |
Omega: |
-23.48 |
Rho: |
-0.21 |
Quote data
Open: |
1.15 |
High: |
1.15 |
Low: |
1.15 |
Previous Close: |
1.16 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.60% |
1 Month |
|
|
+30.68% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.19 |
1.13 |
1M High / 1M Low: |
1.19 |
0.84 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.16 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.00 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
79.79% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |