BVT Call 48 CMG 20.09.2024
/ DE000VM7SQ66
BVT Call 48 CMG 20.09.2024/ DE000VM7SQ66 /
| 7/12/2024 8:23:19 AM |
Chg.-0.35 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.06EUR |
-6.47% |
-
Bid Size: - |
-
Ask Size: - |
Chipotle Mexican Gri... |
48.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
1/3/2024 |
| Last trading day: |
9/20/2024 |
| 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: |
|
- |
