BVT Call 96 MCHP 21.06.2024
/ DE000VM3TF70
BVT Call 96 MCHP 21.06.2024/ DE000VM3TF70 /
| 5/31/2024 8:47:46 AM |
Chg.+0.050 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
+20.83% |
-
Bid Size: - |
-
Ask Size: - |
Microchip Technology... |
96.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
VM3TF7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Microchip Technology Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
96.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.29 |
| Parity: |
0.11 |
| Time value: |
0.25 |
| Break-even: |
92.09 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.01 |
| Spread %: |
2.86% |
| Delta: |
0.59 |
| Theta: |
-0.08 |
| Omega: |
14.64 |
| Rho: |
0.03 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.290 |
| Previous Close: |
0.240 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.14% |
| 1 Month |
|
|
+11.54% |
| 3 Months |
|
|
+29.46% |
| YTD |
|
|
-52.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.240 |
| 1M High / 1M Low: |
0.580 |
0.188 |
| 6M High / 6M Low: |
0.760 |
0.119 |
| High (YTD): |
3/8/2024 |
0.620 |
| Low (YTD): |
4/22/2024 |
0.119 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.358 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.307 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.352 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
444.20% |
| Volatility 6M: |
|
338.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
