BVT Call 78 MCHP 21.06.2024
/ DE000VM346H2
BVT Call 78 MCHP 21.06.2024/ DE000VM346H2 /
| 2024-05-24 4:44:10 PM |
Chg.+0.190 |
Bid6:25:05 PM |
Ask6:25:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.100EUR |
+9.95% |
2.090
Bid Size: 89,000 |
2.100
Ask Size: 89,000 |
Microchip Technology... |
78.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM346H |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Microchip Technology Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
78.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-18 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.88 |
| Intrinsic value: |
1.86 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.30 |
| Parity: |
1.86 |
| Time value: |
0.08 |
| Break-even: |
91.54 |
| Moneyness: |
1.26 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.52% |
| Delta: |
0.92 |
| Theta: |
-0.05 |
| Omega: |
4.33 |
| Rho: |
0.05 |
Quote data
| Open: |
2.050 |
| High: |
2.100 |
| Low: |
2.050 |
| Previous Close: |
1.910 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.94% |
| 1 Month |
|
|
+59.09% |
| 3 Months |
|
|
+130.77% |
| YTD |
|
|
+33.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.010 |
1.490 |
| 1M High / 1M Low: |
2.010 |
1.160 |
| 6M High / 6M Low: |
2.010 |
0.750 |
| High (YTD): |
2024-05-22 |
2.010 |
| Low (YTD): |
2024-04-19 |
0.750 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.776 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.510 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.254 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.33% |
| Volatility 6M: |
|
173.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
