BVT Call 54 CMG 20.09.2024
/ DE000VM7SRP7
BVT Call 54 CMG 20.09.2024/ DE000VM7SRP7 /
| 8/5/2024 7:52:34 PM |
Chg.+0.040 |
Bid7:59:36 PM |
Ask7:59:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.300EUR |
+3.17% |
1.280
Bid Size: 23,000 |
1.310
Ask Size: 23,000 |
Chipotle Mexican Gri... |
54.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM7SRP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
54.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/3/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
2:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.22 |
| Parity: |
-0.66 |
| Time value: |
1.28 |
| Break-even: |
52.05 |
| Moneyness: |
0.97 |
| Premium: |
0.08 |
| Premium p.a.: |
0.85 |
| Spread abs.: |
0.03 |
| Spread %: |
2.40% |
| Delta: |
0.48 |
| Theta: |
-0.04 |
| Omega: |
8.95 |
| Rho: |
0.03 |
Quote data
| Open: |
0.880 |
| High: |
1.300 |
| Low: |
0.830 |
| Previous Close: |
1.260 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+52.94% |
| 1 Month |
|
|
-72.75% |
| 3 Months |
|
|
-75.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.470 |
0.850 |
| 1M High / 1M Low: |
4.770 |
0.700 |
| 6M High / 6M Low: |
7.750 |
0.700 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.168 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.121 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.759 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
311.15% |
| Volatility 6M: |
|
196.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
