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: |
|
- |
