BVT Call 90 MCHP 21.06.2024
/ DE000VM3TFT1
BVT Call 90 MCHP 21.06.2024/ DE000VM3TFT1 /
| 2024-06-07 8:06:48 PM |
Chg.0.000 |
Bid9:59:45 PM |
Ask9:59:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Microchip Technology... |
90.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM3TFT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Microchip Technology Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 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: |
21.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.29 |
| Parity: |
0.26 |
| Time value: |
0.14 |
| Break-even: |
87.32 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.01 |
| Spread %: |
2.56% |
| Delta: |
0.69 |
| Theta: |
-0.09 |
| Omega: |
14.83 |
| Rho: |
0.02 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.390 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.58% |
| 1 Month |
|
|
-13.33% |
| 3 Months |
|
|
-43.48% |
| YTD |
|
|
-55.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.390 |
| 1M High / 1M Low: |
0.930 |
0.390 |
| 6M High / 6M Low: |
1.050 |
0.230 |
| High (YTD): |
2024-05-24 |
0.930 |
| Low (YTD): |
2024-04-19 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.484 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.625 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.573 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
286.88% |
| Volatility 6M: |
|
270.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
