BVT Put 82 MCHP 21.06.2024
/ DE000VM3VVJ5
BVT Put 82 MCHP 21.06.2024/ DE000VM3VVJ5 /
| 2024-05-07 4:42:40 PM |
Chg.-0.033 |
Bid6:01:30 PM |
Ask6:01:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
-26.83% |
0.086
Bid Size: 190,000 |
0.096
Ask Size: 190,000 |
Microchip Technology... |
82.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM3VVJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Microchip Technology Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
82.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-12 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-63.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.30 |
| Parity: |
-1.09 |
| Time value: |
0.14 |
| Break-even: |
74.76 |
| Moneyness: |
0.87 |
| Premium: |
0.14 |
| Premium p.a.: |
1.92 |
| Spread abs.: |
0.01 |
| Spread %: |
7.87% |
| Delta: |
-0.17 |
| Theta: |
-0.04 |
| Omega: |
-10.87 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.181 |
| High: |
0.181 |
| Low: |
0.090 |
| Previous Close: |
0.123 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.50% |
| 1 Month |
|
|
-70.00% |
| 3 Months |
|
|
-81.63% |
| YTD |
|
|
-76.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.229 |
0.123 |
| 1M High / 1M Low: |
0.450 |
0.123 |
| 6M High / 6M Low: |
1.070 |
0.123 |
| High (YTD): |
2024-01-17 |
0.640 |
| Low (YTD): |
2024-05-06 |
0.123 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.168 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.267 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.454 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
366.54% |
| Volatility 6M: |
|
219.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
