BVT Call 46 CMG 20.09.2024
/ DE000VM7SRN2
BVT Call 46 CMG 20.09.2024/ DE000VM7SRN2 /
| 2024-07-12 8:23:20 AM |
Chg.-0.37 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.84EUR |
-5.96% |
-
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: |
5.84 |
| High: |
5.84 |
| Low: |
5.84 |
| Previous Close: |
6.21 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.13% |
| 1 Month |
|
|
-29.21% |
| 3 Months |
|
|
-20.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.16 |
5.87 |
| 1M High / 1M Low: |
11.32 |
5.87 |
| 6M High / 6M Low: |
11.32 |
2.34 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.50 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.89% |
| Volatility 6M: |
|
102.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
