BVT Put 32 IFX 21.06.2024
/ DE000VU9DQB7
BVT Put 32 IFX 21.06.2024/ DE000VU9DQB7 /
| 2024-05-03 8:39:25 AM |
Chg.+0.110 |
Bid1:46:16 PM |
Ask1:46:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
+13.41% |
0.950
Bid Size: 20,000 |
0.960
Ask Size: 20,000 |
INFINEON TECH.AG NA ... |
32.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
VU9DQB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
INFINEON TECH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
32.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-05 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-30.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.83 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.34 |
| Parity: |
0.67 |
| Time value: |
0.36 |
| Break-even: |
30.98 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
3.03% |
| Delta: |
-0.59 |
| Theta: |
-0.01 |
| Omega: |
-18.25 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.930 |
| High: |
0.930 |
| Low: |
0.930 |
| Previous Close: |
0.820 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.37% |
| 1 Month |
|
|
-7.92% |
| 3 Months |
|
|
+19.23% |
| YTD |
|
|
+106.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.680 |
| 1M High / 1M Low: |
1.220 |
0.640 |
| 6M High / 6M Low: |
1.230 |
0.410 |
| High (YTD): |
2024-04-23 |
1.220 |
| Low (YTD): |
2024-01-02 |
0.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.737 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.909 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.771 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
227.34% |
| Volatility 6M: |
|
163.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
