BVT Call 58 MRVL 20.09.2024
/ DE000VM73A27
BVT Call 58 MRVL 20.09.2024/ DE000VM73A27 /
2024-09-02 10:31:04 AM |
Chg.-0.010 |
Bid10:51:47 AM |
Ask10:51:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.660EUR |
-0.60% |
1.660 Bid Size: 7,000 |
1.690 Ask Size: 7,000 |
Marvell Technology I... |
58.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
VM73A2 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Marvell Technology Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
58.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-08 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.66 |
Intrinsic value: |
1.65 |
Implied volatility: |
0.81 |
Historic volatility: |
0.43 |
Parity: |
1.65 |
Time value: |
0.04 |
Break-even: |
69.41 |
Moneyness: |
1.31 |
Premium: |
0.01 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.01 |
Spread %: |
0.60% |
Delta: |
0.95 |
Theta: |
-0.04 |
Omega: |
3.87 |
Rho: |
0.02 |
Quote data
Open: |
1.660 |
High: |
1.660 |
Low: |
1.660 |
Previous Close: |
1.670 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+53.70% |
1 Month |
|
|
+207.41% |
3 Months |
|
|
+41.88% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.670 |
1.000 |
1M High / 1M Low: |
1.670 |
0.430 |
6M High / 6M Low: |
2.760 |
0.430 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.236 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.945 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.394 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
350.02% |
Volatility 6M: |
|
213.27% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |