BVT Call 37 IFX 17.05.2024
/ DE000VD1C229
BVT Call 37 IFX 17.05.2024/ DE000VD1C229 /
| 2024-05-15 8:59:16 AM |
Chg.-0.040 |
Bid8:21:46 PM |
Ask8:21:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
-5.56% |
1.210
Bid Size: 2,500 |
1.360
Ask Size: 2,500 |
INFINEON TECH.AG NA ... |
37.00 EUR |
2024-05-17 |
Call |
Master data
| WKN: |
VD1C22 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
INFINEON TECH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37.00 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2024-05-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
46.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.36 |
| Parity: |
0.20 |
| Time value: |
0.60 |
| Break-even: |
37.80 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
17.54 |
| Spread abs.: |
0.10 |
| Spread %: |
14.29% |
| Delta: |
0.56 |
| Theta: |
-0.17 |
| Omega: |
25.90 |
| Rho: |
0.00 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.680 |
| Previous Close: |
0.720 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.43% |
| 1 Month |
|
|
+134.48% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.330 |
0.370 |
| 1M High / 1M Low: |
1.330 |
0.059 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.812 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.313 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,474.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
