BVT Call 72 MCHP 21.06.2024
/ DE000VM4M6N7
BVT Call 72 MCHP 21.06.2024/ DE000VM4M6N7 /
| 06/06/2024 08:56:19 |
Chg.+0.04 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.12EUR |
+1.92% |
-
Bid Size: - |
-
Ask Size: - |
Microchip Technology... |
72.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
VM4M6N |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Microchip Technology Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
27/10/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.06 |
| Intrinsic value: |
2.05 |
| Implied volatility: |
0.89 |
| Historic volatility: |
0.29 |
| Parity: |
2.05 |
| Time value: |
0.05 |
| Break-even: |
87.21 |
| Moneyness: |
1.31 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.48% |
| Delta: |
0.94 |
| Theta: |
-0.06 |
| Omega: |
3.90 |
| Rho: |
0.03 |
Quote data
| Open: |
2.12 |
| High: |
2.12 |
| Low: |
2.12 |
| Previous Close: |
2.08 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.30% |
| 1 Month |
|
|
+11.58% |
| 3 Months |
|
|
+39.47% |
| YTD |
|
|
+4.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.41 |
2.08 |
| 1M High / 1M Low: |
2.68 |
1.76 |
| 6M High / 6M Low: |
2.68 |
1.13 |
| High (YTD): |
23/05/2024 |
2.68 |
| Low (YTD): |
15/02/2024 |
1.13 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.74 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.27% |
| Volatility 6M: |
|
137.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
