BVT Call 88 MRVL 20.09.2024
/ DE000VM8UX96
BVT Call 88 MRVL 20.09.2024/ DE000VM8UX96 /
2024-09-02 10:31:23 AM |
Chg.-0.006 |
Bid10:31:23 AM |
Ask10:31:23 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.014EUR |
-30.00% |
0.014 Bid Size: 13,000 |
0.024 Ask Size: 13,000 |
Marvell Technology I... |
88.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
VM8UX9 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Marvell Technology Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
88.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-22 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
265.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.43 |
Parity: |
-1.06 |
Time value: |
0.03 |
Break-even: |
79.94 |
Moneyness: |
0.87 |
Premium: |
0.16 |
Premium p.a.: |
18.59 |
Spread abs.: |
0.01 |
Spread %: |
62.50% |
Delta: |
0.09 |
Theta: |
-0.03 |
Omega: |
22.70 |
Rho: |
0.00 |
Quote data
Open: |
0.014 |
High: |
0.014 |
Low: |
0.014 |
Previous Close: |
0.020 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-57.58% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-89.86% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.040 |
0.020 |
1M High / 1M Low: |
0.056 |
0.008 |
6M High / 6M Low: |
1.180 |
0.008 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.031 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.027 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.249 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,283.13% |
Volatility 6M: |
|
584.65% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |