BVT Call 78 MRVL 20.09.2024
/ DE000VM7N4W9
BVT Call 78 MRVL 20.09.2024/ DE000VM7N4W9 /
| 9/2/2024 1:41:06 PM |
Chg.-0.034 |
Bid2:00:11 PM |
Ask2:00:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.187EUR |
-15.38% |
0.185
Bid Size: 19,000 |
0.195
Ask Size: 19,000 |
Marvell Technology I... |
78.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM7N4W |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Marvell Technology Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
78.00 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: |
33.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.43 |
| Parity: |
-0.16 |
| Time value: |
0.21 |
| Break-even: |
72.67 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
1.84 |
| Spread abs.: |
0.01 |
| Spread %: |
5.13% |
| Delta: |
0.43 |
| Theta: |
-0.08 |
| Omega: |
14.61 |
| Rho: |
0.01 |
Quote data
| Open: |
0.182 |
| High: |
0.187 |
| Low: |
0.182 |
| Previous Close: |
0.221 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.65% |
| 1 Month |
|
|
+216.95% |
| 3 Months |
|
|
-41.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.221 |
0.149 |
| 1M High / 1M Low: |
0.225 |
0.037 |
| 6M High / 6M Low: |
1.600 |
0.037 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.175 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.128 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.451 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
628.71% |
| Volatility 6M: |
|
349.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
