BVT Call 88 MCHP 21.06.2024
/ DE000VM3TFU9
BVT Call 88 MCHP 21.06.2024/ DE000VM3TFU9 /
| 2024-06-06 8:47:41 AM |
Chg.+0.030 |
Bid7:27:26 PM |
Ask7:27:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
+4.55% |
0.580
Bid Size: 107,000 |
0.590
Ask Size: 107,000 |
Microchip Technology... |
88.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM3TFU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Microchip Technology Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
88.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.29 |
| Parity: |
0.58 |
| Time value: |
0.10 |
| Break-even: |
87.73 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.01 |
| Spread %: |
1.49% |
| Delta: |
0.80 |
| Theta: |
-0.08 |
| Omega: |
10.22 |
| Rho: |
0.03 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.690 |
| Previous Close: |
0.660 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.76% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+27.78% |
| YTD |
|
|
-29.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.660 |
| 1M High / 1M Low: |
1.220 |
0.550 |
| 6M High / 6M Low: |
1.220 |
0.290 |
| High (YTD): |
2024-05-23 |
1.220 |
| Low (YTD): |
2024-04-22 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.792 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.792 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.674 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
254.82% |
| Volatility 6M: |
|
255.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
