BVT Put 40 IFX 20.12.2024
/ DE000VM0KK42
BVT Put 40 IFX 20.12.2024/ DE000VM0KK42 /
| 2024-04-29 8:12:20 AM |
Chg.-0.15 |
Bid5:50:17 PM |
Ask5:50:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.85EUR |
-1.88% |
8.20
Bid Size: 2,000 |
8.24
Ask Size: 2,000 |
INFINEON TECH.AG NA ... |
40.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
VM0KK4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
INFINEON TECH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-01 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.59 |
| Intrinsic value: |
6.97 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.34 |
| Parity: |
6.97 |
| Time value: |
1.14 |
| Break-even: |
31.89 |
| Moneyness: |
1.21 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.10 |
| Spread %: |
1.25% |
| Delta: |
-0.64 |
| Theta: |
-0.01 |
| Omega: |
-2.63 |
| Rho: |
-0.19 |
Quote data
| Open: |
7.85 |
| High: |
7.85 |
| Low: |
7.85 |
| Previous Close: |
8.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.51% |
| 1 Month |
|
|
-14.95% |
| 3 Months |
|
|
-2.12% |
| YTD |
|
|
+31.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
10.30 |
8.00 |
| 1M High / 1M Low: |
10.30 |
7.34 |
| 6M High / 6M Low: |
13.07 |
5.44 |
| High (YTD): |
2024-04-23 |
10.30 |
| Low (YTD): |
2024-01-02 |
6.37 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.23 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.87% |
| Volatility 6M: |
|
91.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
