BVT Call 46 CMG 20.09.2024
/ DE000VM7SRN2
BVT Call 46 CMG 20.09.2024/ DE000VM7SRN2 /
13/09/2024 08:24:23 |
Chg.+0.15 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
4.70EUR |
+3.30% |
- Bid Size: - |
- Ask Size: - |
Chipotle Mexican Gri... |
46.00 USD |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
03/01/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
2:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.58 |
Intrinsic value: |
4.57 |
Implied volatility: |
0.88 |
Historic volatility: |
0.24 |
Parity: |
4.57 |
Time value: |
0.05 |
Break-even: |
50.77 |
Moneyness: |
1.22 |
Premium: |
0.00 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.03 |
Spread %: |
0.65% |
Delta: |
0.97 |
Theta: |
-0.04 |
Omega: |
5.30 |
Rho: |
0.01 |
Quote data
Open: |
4.70 |
High: |
4.70 |
Low: |
4.70 |
Previous Close: |
4.55 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+45.06% |
1 Month |
|
|
+46.42% |
3 Months |
|
|
-50.26% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.70 |
3.56 |
1M High / 1M Low: |
4.70 |
2.97 |
6M High / 6M Low: |
11.32 |
2.45 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.06 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.83 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
6.50 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
208.45% |
Volatility 6M: |
|
159.33% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |