BVT Call 96 MCHP 21.06.2024
/ DE000VM3TF70
BVT Call 96 MCHP 21.06.2024/ DE000VM3TF70 /
| 31/05/2024 20:04:16 |
Chg.-0.067 |
Bid21:59:45 |
Ask21:59:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.223EUR |
-23.10% |
-
Bid Size: - |
-
Ask Size: - |
Microchip Technology... |
96.00 USD |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
21/06/2024 |
| 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: |
0.300 |
| High: |
0.300 |
| Low: |
0.223 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-53.54% |
| 1 Month |
|
|
-10.80% |
| 3 Months |
|
|
-32.42% |
| YTD |
|
|
-62.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.223 |
| 1M High / 1M Low: |
0.480 |
0.181 |
| 6M High / 6M Low: |
0.750 |
0.120 |
| High (YTD): |
07/03/2024 |
0.630 |
| Low (YTD): |
19/04/2024 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.339 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.303 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.352 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
451.28% |
| Volatility 6M: |
|
332.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
