BVT Call 50 CMG 20.09.2024
/ DE000VM7SRC5
BVT Call 50 CMG 20.09.2024/ DE000VM7SRC5 /
2024-08-02 7:51:51 PM |
Chg.-0.130 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.240EUR |
-5.49% |
- 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: |
10.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.56 |
Intrinsic value: |
1.18 |
Implied volatility: |
0.46 |
Historic volatility: |
0.22 |
Parity: |
1.18 |
Time value: |
1.12 |
Break-even: |
50.43 |
Moneyness: |
1.05 |
Premium: |
0.05 |
Premium p.a.: |
0.41 |
Spread abs.: |
0.03 |
Spread %: |
1.32% |
Delta: |
0.66 |
Theta: |
-0.03 |
Omega: |
6.90 |
Rho: |
0.04 |
Quote data
Open: |
2.200 |
High: |
2.240 |
Low: |
2.030 |
Previous Close: |
2.370 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+62.32% |
1 Month |
|
|
-63.93% |
3 Months |
|
|
-67.77% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.680 |
1.690 |
1M High / 1M Low: |
6.360 |
1.380 |
6M High / 6M Low: |
9.470 |
1.380 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.170 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.387 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.114 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
255.68% |
Volatility 6M: |
|
163.32% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |