BVT Put 36 IFX 21.06.2024
/ DE000VU9DFZ9
BVT Put 36 IFX 21.06.2024/ DE000VU9DFZ9 /
| 2024-05-31 8:42:14 AM |
Chg.-0.030 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
-6.00% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-73.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.36 |
| Parity: |
-0.83 |
| Time value: |
0.50 |
| Break-even: |
35.50 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
0.91 |
| Spread abs.: |
0.04 |
| Spread %: |
8.70% |
| Delta: |
-0.33 |
| Theta: |
-0.02 |
| Omega: |
-24.33 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.470 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.50% |
| 1 Month |
|
|
-65.69% |
| 3 Months |
|
|
-63.28% |
| YTD |
|
|
-41.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.270 |
| 1M High / 1M Low: |
1.620 |
0.270 |
| 6M High / 6M Low: |
1.740 |
0.270 |
| High (YTD): |
2024-04-23 |
1.740 |
| Low (YTD): |
2024-05-29 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.376 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.708 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.133 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
514.16% |
| Volatility 6M: |
|
223.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
