BVT Call 70 CMG 17.01.2025
/ DE000VD1E2E7
BVT Call 70 CMG 17.01.2025/ DE000VD1E2E7 /
| 05/08/2024 10:14:53 |
Chg.-0.170 |
Bid13:14:28 |
Ask13:14:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
-26.56% |
0.480
Bid Size: 6,300 |
0.520
Ask Size: 630 |
Chipotle Mexican Gri... |
70.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
VD1E2E |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
05/03/2024 |
| Last trading day: |
17/01/2025 |
| Ratio: |
2:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
35.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.22 |
| Parity: |
-7.99 |
| Time value: |
0.67 |
| Break-even: |
65.50 |
| Moneyness: |
0.75 |
| Premium: |
0.36 |
| Premium p.a.: |
0.97 |
| Spread abs.: |
0.03 |
| Spread %: |
4.69% |
| Delta: |
0.20 |
| Theta: |
-0.01 |
| Omega: |
7.28 |
| Rho: |
0.04 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.470 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-75.90% |
| 3 Months |
|
|
-77.40% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.470 |
| 1M High / 1M Low: |
1.950 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.596 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.954 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
256.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
