BVT Call 56 CMG 20.09.2024
/ DE000VM9EML3
BVT Call 56 CMG 20.09.2024/ DE000VM9EML3 /
2024-09-10 10:31:13 AM |
Chg.-0.010 |
Bid11:01:13 AM |
Ask11:01:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.390EUR |
-2.50% |
0.370 Bid Size: 8,200 |
0.430 Ask Size: 8,200 |
Chipotle Mexican Gri... |
56.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
VM9EML |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Chipotle Mexican Grill Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
56.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-31 |
Last trading day: |
2024-09-20 |
Ratio: |
2:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
57.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.24 |
Parity: |
-0.77 |
Time value: |
0.43 |
Break-even: |
51.61 |
Moneyness: |
0.97 |
Premium: |
0.05 |
Premium p.a.: |
4.73 |
Spread abs.: |
0.03 |
Spread %: |
7.50% |
Delta: |
0.36 |
Theta: |
-0.07 |
Omega: |
20.48 |
Rho: |
0.00 |
Quote data
Open: |
0.390 |
High: |
0.390 |
Low: |
0.390 |
Previous Close: |
0.400 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-9.30% |
1 Month |
|
|
-67.23% |
3 Months |
|
|
-90.65% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.440 |
0.350 |
1M High / 1M Low: |
1.260 |
0.350 |
6M High / 6M Low: |
6.920 |
0.350 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.394 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.614 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.937 |
Avg. volume 6M: |
|
7.813 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
464.37% |
Volatility 6M: |
|
253.28% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |