BVT Call 96 MCHP 21.06.2024
/ DE000VM3TF70
BVT Call 96 MCHP 21.06.2024/ DE000VM3TF70 /
| 10/06/2024 08:47:56 |
Chg.-0.045 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.087EUR |
-34.09% |
-
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: |
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: |
0.087 |
| High: |
0.087 |
| Low: |
0.087 |
| Previous Close: |
0.132 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-76.49% |
| 1 Month |
|
|
-57.77% |
| 3 Months |
|
|
-85.97% |
| YTD |
|
|
-85.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.132 |
| 1M High / 1M Low: |
0.580 |
0.132 |
| 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: |
|
0.219 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.297 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.343 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
493.90% |
| Volatility 6M: |
|
347.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
