BVT Call 96 MCHP 21.06.2024
/ DE000VM3TF70
BVT Call 96 MCHP 21.06.2024/ DE000VM3TF70 /
| 17/05/2024 08:48:58 |
Chg.-0.060 |
Bid22:00:04 |
Ask22:00:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
-20.00% |
-
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: |
35.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.30 |
| Parity: |
-0.15 |
| Time value: |
0.24 |
| Break-even: |
90.75 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.01 |
| Spread %: |
4.31% |
| Delta: |
0.45 |
| Theta: |
-0.05 |
| Omega: |
16.22 |
| Rho: |
0.03 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.50% |
| 1 Month |
|
|
+66.67% |
| 3 Months |
|
|
+29.03% |
| YTD |
|
|
-60.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.188 |
| 1M High / 1M Low: |
0.450 |
0.119 |
| 6M High / 6M Low: |
0.760 |
0.119 |
| High (YTD): |
08/03/2024 |
0.620 |
| Low (YTD): |
22/04/2024 |
0.119 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.241 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.261 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.352 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
423.20% |
| Volatility 6M: |
|
299.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
