BVT Call 50 CMG 20.09.2024
/ DE000VM7SRC5
BVT Call 50 CMG 20.09.2024/ DE000VM7SRC5 /
| 2024-07-10 8:24:00 AM |
Chg.-0.94 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.33EUR |
-17.84% |
-
Bid Size: - |
-
Ask Size: - |
Chipotle Mexican Gri... |
50.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7SRC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-03 |
| Last trading day: |
2024-09-20 |
| Ratio: |
2:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.71 |
| Intrinsic value: |
3.46 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.23 |
| Parity: |
3.46 |
| Time value: |
0.91 |
| Break-even: |
54.98 |
| Moneyness: |
1.15 |
| Premium: |
0.03 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.03 |
| Spread %: |
0.69% |
| Delta: |
0.79 |
| Theta: |
-0.03 |
| Omega: |
4.79 |
| Rho: |
0.07 |
Quote data
| Open: |
4.33 |
| High: |
4.33 |
| Low: |
4.33 |
| Previous Close: |
5.27 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.73% |
| 1 Month |
|
|
-36.32% |
| 3 Months |
|
|
-17.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.46 |
5.27 |
| 1M High / 1M Low: |
9.55 |
5.27 |
| 6M High / 6M Low: |
9.55 |
1.41 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.97 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.74% |
| Volatility 6M: |
|
121.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
