BVT Call 70 MRVL 20.09.2024
/ DE000VM7N4Y5
BVT Call 70 MRVL 20.09.2024/ DE000VM7N4Y5 /
| 9/2/2024 8:47:52 AM |
Chg.+0.020 |
Bid1:30:12 PM |
Ask1:30:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
+3.17% |
0.640
Bid Size: 11,000 |
0.660
Ask Size: 11,000 |
Marvell Technology I... |
70.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM7N4Y |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Marvell Technology Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/2/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.43 |
| Parity: |
0.56 |
| Time value: |
0.11 |
| Break-even: |
70.08 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.01 |
| Spread %: |
1.52% |
| Delta: |
0.80 |
| Theta: |
-0.07 |
| Omega: |
8.21 |
| Rho: |
0.02 |
Quote data
| Open: |
0.650 |
| High: |
0.650 |
| Low: |
0.650 |
| Previous Close: |
0.630 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.00% |
| 1 Month |
|
|
+150.00% |
| 3 Months |
|
|
-29.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.290 |
| 1M High / 1M Low: |
0.630 |
0.066 |
| 6M High / 6M Low: |
1.830 |
0.066 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.450 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.319 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.737 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
939.75% |
| Volatility 6M: |
|
433.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
