BVT Put 78 MCHP 21.06.2024
/ DE000VM3TCQ4
BVT Put 78 MCHP 21.06.2024/ DE000VM3TCQ4 /
10/06/2024 10:38:10 |
Chg.-0.001 |
Bid10:38:10 |
Ask10:38:10 |
Underlying |
Strike price |
Expiration date |
Option type |
0.003EUR |
-25.00% |
0.003 Bid Size: 39,000 |
0.026 Ask Size: 39,000 |
Microchip Technology... |
78.00 USD |
21/06/2024 |
Put |
Master data
WKN: |
VM3TCQ |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Microchip Technology Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
78.00 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: |
-331.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.67 |
Historic volatility: |
0.29 |
Parity: |
-1.38 |
Time value: |
0.03 |
Break-even: |
72.10 |
Moneyness: |
0.84 |
Premium: |
0.16 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.02 |
Spread %: |
766.67% |
Delta: |
-0.06 |
Theta: |
-0.05 |
Omega: |
-19.25 |
Rho: |
0.00 |
Quote data
Open: |
0.003 |
High: |
0.003 |
Low: |
0.003 |
Previous Close: |
0.004 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-70.00% |
1 Month |
|
|
-91.67% |
3 Months |
|
|
-98.49% |
YTD |
|
|
-98.97% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.010 |
0.004 |
1M High / 1M Low: |
0.036 |
0.004 |
6M High / 6M Low: |
0.480 |
0.004 |
High (YTD): |
17/01/2024 |
0.480 |
Low (YTD): |
07/06/2024 |
0.004 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.006 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.011 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.225 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
355.03% |
Volatility 6M: |
|
277.02% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |