BVT Call 44 CMG 20.09.2024
/ DE000VM72WB7
BVT Call 44 CMG 20.09.2024/ DE000VM72WB7 /
| 13/09/2024 20:03:24 |
Chg.-0.070 |
Bid21:59:33 |
Ask21:59:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.540EUR |
-1.25% |
-
Bid Size: - |
-
Ask Size: - |
Chipotle Mexican Gri... |
44.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM72WB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
08/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
2:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.48 |
| Intrinsic value: |
5.47 |
| Implied volatility: |
1.03 |
| Historic volatility: |
0.24 |
| Parity: |
5.47 |
| Time value: |
0.05 |
| Break-even: |
50.76 |
| Moneyness: |
1.28 |
| Premium: |
0.00 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
0.55% |
| Delta: |
0.97 |
| Theta: |
-0.04 |
| Omega: |
4.46 |
| Rho: |
0.01 |
Quote data
| Open: |
5.670 |
| High: |
5.670 |
| Low: |
5.510 |
| Previous Close: |
5.610 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.63% |
| 1 Month |
|
|
+51.37% |
| 3 Months |
|
|
-45.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.610 |
4.720 |
| 1M High / 1M Low: |
5.610 |
3.660 |
| 6M High / 6M Low: |
12.130 |
3.300 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.152 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.731 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.288 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.38% |
| Volatility 6M: |
|
125.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
