BVT Call 48 CMG 20.09.2024
/ DE000VM7SQ66
BVT Call 48 CMG 20.09.2024/ DE000VM7SQ66 /
12/07/2024 08:23:19 |
Chg.-0.35 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
5.06EUR |
-6.47% |
- Bid Size: - |
- Ask Size: - |
Chipotle Mexican Gri... |
48.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
VM7SQ6 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Chipotle Mexican Grill Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
48.00 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: |
5.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.61 |
Intrinsic value: |
4.43 |
Implied volatility: |
0.49 |
Historic volatility: |
0.23 |
Parity: |
4.43 |
Time value: |
0.67 |
Break-even: |
54.21 |
Moneyness: |
1.20 |
Premium: |
0.03 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.03 |
Spread %: |
0.59% |
Delta: |
0.84 |
Theta: |
-0.02 |
Omega: |
4.36 |
Rho: |
0.06 |
Quote data
Open: |
5.06 |
High: |
5.06 |
Low: |
5.06 |
Previous Close: |
5.41 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-27.19% |
1 Month |
|
|
-33.60% |
3 Months |
|
|
-23.22% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.30 |
5.06 |
1M High / 1M Low: |
10.43 |
5.06 |
6M High / 6M Low: |
10.43 |
1.85 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.78 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
7.64 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
5.77 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
152.57% |
Volatility 6M: |
|
113.61% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |