BVT Call 96 MCHP 21.06.2024
/ DE000VM3TF70
BVT Call 96 MCHP 21.06.2024/ DE000VM3TF70 /
| 6/10/2024 2:02:44 PM |
Chg.-0.020 |
Bid4:52:59 PM |
Ask4:52:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
-18.18% |
0.121
Bid Size: 190,000 |
0.131
Ask Size: 190,000 |
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: |
77.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.29 |
| Parity: |
-0.29 |
| Time value: |
0.11 |
| Break-even: |
90.17 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
3.56 |
| Spread abs.: |
0.01 |
| Spread %: |
9.90% |
| Delta: |
0.32 |
| Theta: |
-0.09 |
| Omega: |
24.78 |
| Rho: |
0.01 |
Quote data
| Open: |
0.085 |
| High: |
0.090 |
| Low: |
0.085 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-60.70% |
| 1 Month |
|
|
-50.28% |
| 3 Months |
|
|
-80.00% |
| YTD |
|
|
-85.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.229 |
0.110 |
| 1M High / 1M Low: |
0.480 |
0.110 |
| 6M High / 6M Low: |
0.750 |
0.110 |
| High (YTD): |
3/7/2024 |
0.630 |
| Low (YTD): |
6/7/2024 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.163 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.280 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.341 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
445.71% |
| Volatility 6M: |
|
334.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
