BVT Call 86 MCHP 21.06.2024
/ DE000VM3TF13
BVT Call 86 MCHP 21.06.2024/ DE000VM3TF13 /
| 2024-05-24 10:34:06 AM |
Chg.+0.200 |
Bid1:30:11 PM |
Ask1:30:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.330EUR |
+17.70% |
1.340
Bid Size: 28,000 |
1.370
Ask Size: 28,000 |
Microchip Technology... |
86.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM3TF1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Microchip Technology Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
86.00 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: |
7.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.30 |
| Parity: |
1.12 |
| Time value: |
0.10 |
| Break-even: |
91.74 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.83% |
| Delta: |
0.87 |
| Theta: |
-0.05 |
| Omega: |
6.51 |
| Rho: |
0.05 |
Quote data
| Open: |
1.330 |
| High: |
1.330 |
| Low: |
1.330 |
| Previous Close: |
1.130 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+68.35% |
| 1 Month |
|
|
+72.73% |
| 3 Months |
|
|
+177.08% |
| YTD |
|
|
+20.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.270 |
0.790 |
| 1M High / 1M Low: |
1.270 |
0.650 |
| 6M High / 6M Low: |
1.280 |
0.360 |
| High (YTD): |
2024-05-22 |
1.270 |
| Low (YTD): |
2024-04-19 |
0.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.042 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.867 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.761 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
269.04% |
| Volatility 6M: |
|
233.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
