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BVT Call 98 MCHP 21.06.2024/  DE000VM3VVE6  /

Frankfurt Zert./VONT
2024-06-05  4:53:45 PM Chg.-0.019 Bid7:47:43 PM Ask7:47:43 PM Underlying Strike price Expiration date Option type
0.114EUR -14.29% 0.112
Bid Size: 190,000		 0.122
Ask Size: 190,000		 Microchip Technology... 98.00 USD 2024-06-21 Call
 

Master data

WKN: VM3VVE
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Microchip Technology Inc
Type: Warrant
Option type: Call
Strike price: 98.00 USD
Maturity: 2024-06-21
Issue date: 2023-10-12
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 69.66
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.29
Parity: -0.37
Time value: 0.12
Break-even: 91.30
Moneyness: 0.96
Premium: 0.06
Premium p.a.: 2.53
Spread abs.: 0.01
Spread %: 8.77%
Delta: 0.31
Theta: -0.07
Omega: 21.58
Rho: 0.01
 

Quote data

Open: 0.115
High: 0.128
Low: 0.114
Previous Close: 0.133
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -47.47%
1 Month
  -52.50%
3 Months
  -49.56%
YTD
  -78.49%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.217 0.133
1M High / 1M Low: 0.390 0.132
6M High / 6M Low: 0.670 0.096
High (YTD): 2024-03-07 0.560
Low (YTD): 2024-04-19 0.096
52W High: - -
52W Low: - -
Avg. price 1W:   0.179
Avg. volume 1W:   0.000
Avg. price 1M:   0.224
Avg. volume 1M:   0.000
Avg. price 6M:   0.294
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   509.25%
Volatility 6M:   356.16%
Volatility 1Y:   -
Volatility 3Y:   -