BVT Call 68 CMG 20.09.2024
/ DE000VD2JZD7
BVT Call 68 CMG 20.09.2024/ DE000VD2JZD7 /
| 2024-07-09 7:54:25 PM |
Chg.-0.180 |
Bid8:00:06 AM |
Ask8:00:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
-22.78% |
0.570
Bid Size: 5,300 |
0.660
Ask Size: 5,300 |
Chipotle Mexican Gri... |
68.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD2JZD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
68.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-21 |
| Last trading day: |
2024-09-20 |
| Ratio: |
2:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
44.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.23 |
| Parity: |
-4.86 |
| Time value: |
0.60 |
| Break-even: |
64.08 |
| Moneyness: |
0.85 |
| Premium: |
0.21 |
| Premium p.a.: |
1.58 |
| Spread abs.: |
0.03 |
| Spread %: |
5.26% |
| Delta: |
0.23 |
| Theta: |
-0.02 |
| Omega: |
9.98 |
| Rho: |
0.02 |
Quote data
| Open: |
0.820 |
| High: |
0.830 |
| Low: |
0.610 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.60% |
| 1 Month |
|
|
-42.45% |
| 3 Months |
|
|
-44.04% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.120 |
0.610 |
| 1M High / 1M Low: |
2.840 |
0.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.922 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.405 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
348.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
