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BVT Call 92 MCHP 21.06.2024/  DE000VM3TFX3  /

Frankfurt Zert./VONT
2024-06-10  10:34:46 AM Chg.-0.047 Bid12:52:47 PM Ask12:52:47 PM Underlying Strike price Expiration date Option type
0.223EUR -17.41% 0.226
Bid Size: 32,000		 0.246
Ask Size: 32,000		 Microchip Technology... 92.00 USD 2024-06-21 Call
 

Master data

WKN: VM3TFX
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Microchip Technology Inc
Type: Warrant
Option type: Call
Strike price: 92.00 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: 31.90
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.08
Implied volatility: 0.38
Historic volatility: 0.29
Parity: 0.08
Time value: 0.19
Break-even: 88.05
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 1.07
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.58
Theta: -0.10
Omega: 18.36
Rho: 0.01
 

Quote data

Open: 0.223
High: 0.223
Low: 0.223
Previous Close: 0.270
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -50.44%
1 Month
  -30.31%
3 Months
  -62.83%
YTD
  -71.77%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.270
1M High / 1M Low: 0.770 0.270
6M High / 6M Low: 0.940 0.192
High (YTD): 2024-03-07 0.810
Low (YTD): 2024-04-19 0.192
52W High: - -
52W Low: - -
Avg. price 1W:   0.352
Avg. volume 1W:   0.000
Avg. price 1M:   0.497
Avg. volume 1M:   0.000
Avg. price 6M:   0.485
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   347.14%
Volatility 6M:   289.77%
Volatility 1Y:   -
Volatility 3Y:   -