BVT Call 82 MCHP 21.06.2024
/ DE000VM3TF05
BVT Call 82 MCHP 21.06.2024/ DE000VM3TF05 /
| 2024-05-24 8:06:29 PM |
Chg.+0.140 |
Bid9:59:04 PM |
Ask9:59:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.630EUR |
+9.40% |
-
Bid Size: - |
-
Ask Size: - |
Microchip Technology... |
82.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM3TF0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Microchip Technology Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.52 |
| Intrinsic value: |
1.49 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.30 |
| Parity: |
1.49 |
| Time value: |
0.08 |
| Break-even: |
91.54 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.64% |
| Delta: |
0.91 |
| Theta: |
-0.04 |
| Omega: |
5.28 |
| Rho: |
0.05 |
Quote data
| Open: |
1.690 |
| High: |
1.760 |
| Low: |
1.630 |
| Previous Close: |
1.490 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.25% |
| 1 Month |
|
|
+59.80% |
| 3 Months |
|
|
+143.28% |
| YTD |
|
|
+22.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.620 |
1.130 |
| 1M High / 1M Low: |
1.620 |
0.910 |
| 6M High / 6M Low: |
1.620 |
0.520 |
| High (YTD): |
2024-05-22 |
1.620 |
| Low (YTD): |
2024-04-19 |
0.520 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.386 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.174 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.992 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.10% |
| Volatility 6M: |
|
200.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
