BVT Put 72 MCHP 20.12.2024
/ DE000VD3SPC9
BVT Put 72 MCHP 20.12.2024/ DE000VD3SPC9 /
| 2024-08-02 8:41:17 AM |
Chg.+0.206 |
Bid8:35:30 PM |
Ask8:35:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
+91.96% |
0.550
Bid Size: 240,000 |
0.560
Ask Size: 240,000 |
Microchip Technology... |
72.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD3SPC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Microchip Technology Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
72.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-22.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.30 |
| Parity: |
-0.62 |
| Time value: |
0.35 |
| Break-even: |
68.50 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.01 |
| Spread %: |
2.94% |
| Delta: |
-0.29 |
| Theta: |
-0.02 |
| Omega: |
-6.49 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.224 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+59.26% |
| 1 Month |
|
|
+126.32% |
| 3 Months |
|
|
+26.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.224 |
| 1M High / 1M Low: |
0.280 |
0.141 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.247 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.188 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
229.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
