BVT Put 72 MRVL 20.09.2024
/ DE000VM8Z4E2
BVT Put 72 MRVL 20.09.2024/ DE000VM8Z4E2 /
2024-09-02 10:14:52 AM |
Chg.-0.006 |
Bid10:38:35 AM |
Ask10:38:35 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.107EUR |
-5.31% |
0.107 Bid Size: 13,000 |
0.117 Ask Size: 13,000 |
Marvell Technology I... |
72.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
VM8Z4E |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Marvell Technology Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
72.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-24 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-61.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.43 |
Parity: |
-0.38 |
Time value: |
0.11 |
Break-even: |
64.06 |
Moneyness: |
0.94 |
Premium: |
0.07 |
Premium p.a.: |
3.09 |
Spread abs.: |
0.01 |
Spread %: |
9.71% |
Delta: |
-0.26 |
Theta: |
-0.06 |
Omega: |
-15.86 |
Rho: |
-0.01 |
Quote data
Open: |
0.107 |
High: |
0.107 |
Low: |
0.107 |
Previous Close: |
0.113 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-80.89% |
1 Month |
|
|
-91.95% |
3 Months |
|
|
-86.46% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.600 |
0.113 |
1M High / 1M Low: |
1.390 |
0.113 |
6M High / 6M Low: |
1.390 |
0.113 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.437 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.779 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.769 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
349.66% |
Volatility 6M: |
|
232.35% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |