BVT Call 66 CMG 20.09.2024
/ DE000VD2BNL3
BVT Call 66 CMG 20.09.2024/ DE000VD2BNL3 /
7/10/2024 7:56:47 PM |
Chg.+0.100 |
Bid9:59:45 PM |
Ask9:59:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.870EUR |
+12.99% |
- Bid Size: - |
- Ask Size: - |
Chipotle Mexican Gri... |
66.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
VD2BNL |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Chipotle Mexican Grill Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
66.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
3/18/2024 |
Last trading day: |
9/20/2024 |
Ratio: |
2:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
35.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.23 |
Parity: |
-3.94 |
Time value: |
0.75 |
Break-even: |
62.53 |
Moneyness: |
0.87 |
Premium: |
0.18 |
Premium p.a.: |
1.28 |
Spread abs.: |
0.03 |
Spread %: |
4.17% |
Delta: |
0.27 |
Theta: |
-0.02 |
Omega: |
9.60 |
Rho: |
0.03 |
Quote data
Open: |
0.750 |
High: |
0.870 |
Low: |
0.730 |
Previous Close: |
0.770 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-30.95% |
1 Month |
|
|
-36.03% |
3 Months |
|
|
-34.59% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.410 |
0.770 |
1M High / 1M Low: |
3.340 |
0.770 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.156 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.735 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
334.49% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |