BVT Call 94 MCHP 20.09.2024
/ DE000VM7NXC4
BVT Call 94 MCHP 20.09.2024/ DE000VM7NXC4 /
| 2024-06-07 8:50:38 AM |
Chg.- |
Bid8:33:45 AM |
Ask8:33:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
- |
0.590
Bid Size: 18,000 |
0.620
Ask Size: 18,000 |
Microchip Technology... |
94.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7NXC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Microchip Technology Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
94.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.29 |
| Parity: |
-0.11 |
| Time value: |
0.62 |
| Break-even: |
93.22 |
| Moneyness: |
0.99 |
| Premium: |
0.08 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.01 |
| Spread %: |
1.64% |
| Delta: |
0.53 |
| Theta: |
-0.03 |
| Omega: |
7.38 |
| Rho: |
0.11 |
Quote data
| Open: |
0.640 |
| High: |
0.640 |
| Low: |
0.640 |
| Previous Close: |
0.710 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.89% |
| 1 Month |
|
|
+3.23% |
| 3 Months |
|
|
-36.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.640 |
| 1M High / 1M Low: |
1.100 |
0.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.740 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.793 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
