BVT Call 105 MCHP 21.06.2024
/ DE000VM6XJY8
BVT Call 105 MCHP 21.06.2024/ DE000VM6XJY8 /
| 2024-06-05 8:44:06 AM |
Chg.-0.011 |
Bid6:44:04 PM |
Ask6:44:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.016EUR |
-40.74% |
0.014
Bid Size: 190,000 |
0.026
Ask Size: 190,000 |
Microchip Technology... |
105.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM6XJY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Microchip Technology Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-13 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
332.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.29 |
| Parity: |
-1.01 |
| Time value: |
0.03 |
| Break-even: |
96.75 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
12.28 |
| Spread abs.: |
0.01 |
| Spread %: |
73.33% |
| Delta: |
0.09 |
| Theta: |
-0.03 |
| Omega: |
28.79 |
| Rho: |
0.00 |
Quote data
| Open: |
0.016 |
| High: |
0.016 |
| Low: |
0.016 |
| Previous Close: |
0.027 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-77.78% |
| 1 Month |
|
|
-83.84% |
| 3 Months |
|
|
-88.24% |
| YTD |
|
|
-95.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.072 |
0.027 |
| 1M High / 1M Low: |
0.166 |
0.027 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-08 |
0.340 |
| Low (YTD): |
2024-06-04 |
0.027 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.050 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.072 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
779.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
