BVT Put 36 IFX 21.06.2024
/ DE000VU9DFZ9
BVT Put 36 IFX 21.06.2024/ DE000VU9DFZ9 /
| 2024-05-03 8:39:14 AM |
Chg.+0.07 |
Bid9:24:58 AM |
Ask9:24:58 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.58EUR |
+4.64% |
1.56
Bid Size: 20,000 |
1.57
Ask Size: 20,000 |
INFINEON TECH.AG NA ... |
36.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
VU9DFZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
INFINEON TECH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
36.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-05 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-21.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.68 |
| Intrinsic value: |
3.28 |
| Implied volatility: |
- |
| Historic volatility: |
0.34 |
| Parity: |
3.28 |
| Time value: |
-1.78 |
| Break-even: |
34.50 |
| Moneyness: |
1.10 |
| Premium: |
-0.05 |
| Premium p.a.: |
-0.34 |
| Spread abs.: |
0.03 |
| Spread %: |
2.04% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.58 |
| High: |
1.58 |
| Low: |
1.58 |
| Previous Close: |
1.51 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.86% |
| 1 Month |
|
|
+0.64% |
| 3 Months |
|
|
+27.42% |
| YTD |
|
|
+97.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.51 |
1.35 |
| 1M High / 1M Low: |
1.74 |
1.25 |
| 6M High / 6M Low: |
1.74 |
0.72 |
| High (YTD): |
2024-04-23 |
1.74 |
| Low (YTD): |
2024-01-02 |
0.88 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.24 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.11% |
| Volatility 6M: |
|
100.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
