BVT Call 46 CMG 20.09.2024
/ DE000VM7SRN2
BVT Call 46 CMG 20.09.2024/ DE000VM7SRN2 /
| 2024-07-12 8:05:01 PM |
Chg.+0.010 |
Bid9:59:59 PM |
Ask9:59:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.900EUR |
+0.17% |
-
Bid Size: - |
-
Ask Size: - |
Chipotle Mexican Gri... |
46.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7SRN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-03 |
| Last trading day: |
2024-09-20 |
| Ratio: |
2:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.46 |
| Intrinsic value: |
5.31 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.23 |
| Parity: |
5.31 |
| Time value: |
0.55 |
| Break-even: |
54.02 |
| Moneyness: |
1.25 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
0.51% |
| Delta: |
0.87 |
| Theta: |
-0.02 |
| Omega: |
3.95 |
| Rho: |
0.07 |
Quote data
| Open: |
5.900 |
| High: |
5.910 |
| Low: |
5.900 |
| Previous Close: |
5.890 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.43% |
| 1 Month |
|
|
-30.75% |
| 3 Months |
|
|
-17.37% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.020 |
5.890 |
| 1M High / 1M Low: |
11.240 |
5.890 |
| 6M High / 6M Low: |
11.240 |
2.340 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.562 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.419 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.480 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.80% |
| Volatility 6M: |
|
109.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
