BVT Call 74 MRVL 20.12.2024
/ DE000VD3R306
BVT Call 74 MRVL 20.12.2024/ DE000VD3R306 /
| 2024-10-07 8:42:59 AM |
Chg.+0.040 |
Bid2024-10-07 |
Ask2024-10-07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
+6.90% |
0.620
Bid Size: 11,000 |
0.640
Ask Size: 11,000 |
Marvell Technology I... |
74.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD3R30 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Marvell Technology Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
74.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.44 |
| Parity: |
-0.05 |
| Time value: |
0.63 |
| Break-even: |
73.73 |
| Moneyness: |
0.99 |
| Premium: |
0.10 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.01 |
| Spread %: |
1.61% |
| Delta: |
0.55 |
| Theta: |
-0.04 |
| Omega: |
5.79 |
| Rho: |
0.06 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.620 |
| Previous Close: |
0.580 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.91% |
| 1 Month |
|
|
+19.23% |
| 3 Months |
|
|
-24.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.460 |
| 1M High / 1M Low: |
0.800 |
0.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.524 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.601 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
239.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
