BVT Call 86 MRVL 20.09.2024
/ DE000VM8Z4S2
BVT Call 86 MRVL 20.09.2024/ DE000VM8Z4S2 /
02/09/2024 10:30:58 |
Chg.-0.010 |
Bid13:55:36 |
Ask13:55:36 |
Underlying |
Strike price |
Expiration date |
Option type |
0.025EUR |
-28.57% |
0.026 Bid Size: 19,000 |
0.036 Ask Size: 19,000 |
Marvell Technology I... |
86.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
VM8Z4S |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Marvell Technology Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
86.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
24/01/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
177.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.43 |
Parity: |
-0.88 |
Time value: |
0.04 |
Break-even: |
78.26 |
Moneyness: |
0.89 |
Premium: |
0.13 |
Premium p.a.: |
11.73 |
Spread abs.: |
0.01 |
Spread %: |
34.48% |
Delta: |
0.12 |
Theta: |
-0.04 |
Omega: |
21.59 |
Rho: |
0.00 |
Quote data
Open: |
0.025 |
High: |
0.025 |
Low: |
0.025 |
Previous Close: |
0.035 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-44.44% |
1 Month |
|
|
+31.58% |
3 Months |
|
|
-84.28% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.055 |
0.035 |
1M High / 1M Low: |
0.074 |
0.010 |
6M High / 6M Low: |
1.250 |
0.010 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.044 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.037 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.277 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,064.98% |
Volatility 6M: |
|
510.59% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |