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: |
|
- |