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: |
|
- |
