BVT Call 56 CMG 17.01.2025
/ DE000VM9C7E1
BVT Call 56 CMG 17.01.2025/ DE000VM9C7E1 /
7/17/2024 8:26:37 AM |
Chg.+0.20 |
Bid10:36:12 AM |
Ask10:36:12 AM |
Underlying |
Strike price |
Expiration date |
Option type |
3.63EUR |
+5.83% |
3.52 Bid Size: 4,000 |
3.78 Ask Size: 4,000 |
Chipotle Mexican Gri... |
56.00 USD |
1/17/2025 |
Call |
Master data
WKN: |
VM9C7E |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Chipotle Mexican Grill Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
56.00 USD |
Maturity: |
1/17/2025 |
Issue date: |
1/31/2024 |
Last trading day: |
1/17/2025 |
Ratio: |
2:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.36 |
Intrinsic value: |
0.80 |
Implied volatility: |
0.42 |
Historic volatility: |
0.23 |
Parity: |
0.80 |
Time value: |
2.92 |
Break-even: |
58.81 |
Moneyness: |
1.03 |
Premium: |
0.11 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.03 |
Spread %: |
0.81% |
Delta: |
0.62 |
Theta: |
-0.02 |
Omega: |
4.43 |
Rho: |
0.13 |
Quote data
Open: |
3.63 |
High: |
3.63 |
Low: |
3.63 |
Previous Close: |
3.43 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-43.81% |
3 Months |
|
|
-19.87% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.91 |
3.43 |
1M High / 1M Low: |
8.05 |
3.43 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.65 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.42 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
163.94% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |