BVT Put 35 IFX 17.05.2024
/ DE000VD1GAJ5
BVT Put 35 IFX 17.05.2024/ DE000VD1GAJ5 /
| 2024-05-03 8:55:03 AM |
Chg.+0.27 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.47EUR |
+8.44% |
-
Bid Size: - |
-
Ask Size: - |
INFINEON TECH.AG NA ... |
35.00 EUR |
2024-05-17 |
Put |
Master data
| WKN: |
VD1GAJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
INFINEON TECH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
35.00 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-03-05 |
| Last trading day: |
2024-05-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.57 |
| Intrinsic value: |
3.57 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.34 |
| Parity: |
3.57 |
| Time value: |
0.17 |
| Break-even: |
31.27 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.12 |
| Spread %: |
3.32% |
| Delta: |
-0.86 |
| Theta: |
-0.02 |
| Omega: |
-7.21 |
| Rho: |
-0.01 |
Quote data
| Open: |
3.47 |
| High: |
3.47 |
| Low: |
3.47 |
| Previous Close: |
3.20 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.52% |
| 1 Month |
|
|
-11.25% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.47 |
2.38 |
| 1M High / 1M Low: |
5.05 |
2.36 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
288.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
