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BVT Put 85 MCHP 21.06.2024/  DE000VM5VY06  /

Frankfurt Zert./VONT
2024-05-23  7:42:50 PM Chg.+0.003 Bid8:44:25 AM Ask8:44:25 AM Underlying Strike price Expiration date Option type
0.018EUR +20.00% 0.024
Bid Size: 18,000		 0.034
Ask Size: 18,000		 Microchip Technology... 85.00 USD 2024-06-21 Put
 

Master data

WKN: VM5VY0
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Microchip Technology Inc
Type: Warrant
Option type: Put
Strike price: 85.00 USD
Maturity: 2024-06-21
Issue date: 2023-11-23
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -232.75
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.30
Parity: -1.22
Time value: 0.04
Break-even: 78.23
Moneyness: 0.87
Premium: 0.14
Premium p.a.: 4.40
Spread abs.: 0.01
Spread %: 34.48%
Delta: -0.08
Theta: -0.03
Omega: -19.12
Rho: -0.01
 

Quote data

Open: 0.014
High: 0.018
Low: 0.014
Previous Close: 0.015
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -69.49%
1 Month
  -93.79%
3 Months
  -97.05%
YTD
  -96.25%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.059 0.015
1M High / 1M Low: 0.320 0.015
6M High / 6M Low: 0.830 0.015
High (YTD): 2024-02-14 0.770
Low (YTD): 2024-05-22 0.015
52W High: - -
52W Low: - -
Avg. price 1W:   0.031
Avg. volume 1W:   0.000
Avg. price 1M:   0.140
Avg. volume 1M:   0.000
Avg. price 6M:   0.475
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   405.80%
Volatility 6M:   241.74%
Volatility 1Y:   -
Volatility 3Y:   -