BVT Call 105 MU 18.10.2024
/ DE000VC1Z5E7
BVT Call 105 MU 18.10.2024/ DE000VC1Z5E7 /
| 04/10/2024 08:18:47 |
Chg.- |
Bid08:03:30 |
Ask08:03:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
- |
0.220
Bid Size: 2,600 |
0.230
Ask Size: 2,600 |
Micron Technology In... |
105.00 USD |
18/10/2024 |
Call |
Master data
| WKN: |
VC1Z5E |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Micron Technology Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
13/08/2024 |
| Last trading day: |
18/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
42.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.42 |
| Parity: |
-0.25 |
| Time value: |
0.22 |
| Break-even: |
97.84 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
2.95 |
| Spread abs.: |
0.01 |
| Spread %: |
4.83% |
| Delta: |
0.40 |
| Theta: |
-0.12 |
| Omega: |
17.18 |
| Rho: |
0.01 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.159 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.18% |
| 1 Month |
|
|
+12.61% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.159 |
| 1M High / 1M Low: |
0.870 |
0.136 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.269 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.255 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,175.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
