BVT Call 50 CMG 20.09.2024
/ DE000VM7SRC5
BVT Call 50 CMG 20.09.2024/ DE000VM7SRC5 /
2024-09-10 10:23:33 AM |
Chg.-0.090 |
Bid11:10:43 AM |
Ask11:10:43 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.150EUR |
-4.02% |
2.100 Bid Size: 3,000 |
2.280 Ask Size: 3,000 |
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: |
11.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.97 |
Intrinsic value: |
1.94 |
Implied volatility: |
0.54 |
Historic volatility: |
0.24 |
Parity: |
1.94 |
Time value: |
0.23 |
Break-even: |
49.65 |
Moneyness: |
1.09 |
Premium: |
0.01 |
Premium p.a.: |
0.40 |
Spread abs.: |
0.03 |
Spread %: |
1.40% |
Delta: |
0.83 |
Theta: |
-0.06 |
Omega: |
9.45 |
Rho: |
0.01 |
Quote data
Open: |
2.150 |
High: |
2.150 |
Low: |
2.150 |
Previous Close: |
2.240 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+6.97% |
1 Month |
|
|
-30.65% |
3 Months |
|
|
-67.37% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.240 |
1.750 |
1M High / 1M Low: |
3.160 |
1.590 |
6M High / 6M Low: |
9.470 |
1.380 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.978 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.236 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.912 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
299.92% |
Volatility 6M: |
|
184.10% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |