BVT Call 90 MU 15.11.2024
/ DE000VC3AWC4
BVT Call 90 MU 15.11.2024/ DE000VC3AWC4 /
| 2024-11-06 7:52:28 PM |
Chg.+0.690 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.010EUR |
+52.27% |
-
Bid Size: - |
-
Ask Size: - |
Micron Technology In... |
90.00 USD |
2024-11-15 |
Call |
Master data
| WKN: |
VC3AWC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Micron Technology Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-09-04 |
| Last trading day: |
2024-11-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.42 |
| Intrinsic value: |
1.42 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.43 |
| Parity: |
1.42 |
| Time value: |
0.06 |
| Break-even: |
97.11 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
0.68% |
| Delta: |
0.91 |
| Theta: |
-0.12 |
| Omega: |
5.91 |
| Rho: |
0.02 |
Quote data
| Open: |
1.620 |
| High: |
2.010 |
| Low: |
1.620 |
| Previous Close: |
1.320 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.58% |
| 1 Month |
|
|
+51.13% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.440 |
1.010 |
| 1M High / 1M Low: |
2.310 |
1.010 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.206 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.567 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
263.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
