BVT Call 90 MCHP 21.06.2024
/ DE000VM3TFT1
BVT Call 90 MCHP 21.06.2024/ DE000VM3TFT1 /
| 2024-05-17 8:08:18 PM |
Chg.-0.090 |
Bid9:58:40 PM |
Ask9:58:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-15.00% |
-
Bid Size: - |
-
Ask Size: - |
Microchip Technology... |
90.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM3TFT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Microchip Technology Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 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: |
15.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.30 |
| Parity: |
0.40 |
| Time value: |
0.16 |
| Break-even: |
88.41 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
1.82% |
| Delta: |
0.73 |
| Theta: |
-0.04 |
| Omega: |
11.33 |
| Rho: |
0.05 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.510 |
| Previous Close: |
0.600 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.39% |
| 1 Month |
|
|
+70.00% |
| 3 Months |
|
|
+50.00% |
| YTD |
|
|
-42.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.470 |
| 1M High / 1M Low: |
0.780 |
0.230 |
| 6M High / 6M Low: |
1.050 |
0.230 |
| High (YTD): |
2024-03-07 |
0.920 |
| Low (YTD): |
2024-04-19 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.556 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.510 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.561 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
339.22% |
| Volatility 6M: |
|
256.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
