BVT Call 92 MCHP 21.03.2025
/ DE000VD9KA77
BVT Call 92 MCHP 21.03.2025/ DE000VD9KA77 /
| 12/11/2024 19:42:25 |
Chg.-0.019 |
Bid21:57:45 |
Ask21:57:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.053EUR |
-26.39% |
-
Bid Size: - |
-
Ask Size: - |
Microchip Technology... |
92.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
VD9KA7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Microchip Technology Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
92.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
09/07/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
68.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.33 |
| Parity: |
-2.07 |
| Time value: |
0.10 |
| Break-even: |
87.24 |
| Moneyness: |
0.76 |
| Premium: |
0.33 |
| Premium p.a.: |
1.25 |
| Spread abs.: |
0.01 |
| Spread %: |
11.63% |
| Delta: |
0.14 |
| Theta: |
-0.01 |
| Omega: |
9.66 |
| Rho: |
0.03 |
Quote data
| Open: |
0.080 |
| High: |
0.082 |
| Low: |
0.053 |
| Previous Close: |
0.072 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-74.40% |
| 1 Month |
|
|
-85.68% |
| 3 Months |
|
|
-86.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.207 |
0.072 |
| 1M High / 1M Low: |
0.360 |
0.072 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.140 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.250 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
241.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
