BVT Call 48 CMG 20.09.2024
/ DE000VM7SQ66
BVT Call 48 CMG 20.09.2024/ DE000VM7SQ66 /
| 2024-08-15 7:41:39 PM |
Chg.+0.850 |
Bid9:59:47 PM |
Ask9:59:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.990EUR |
+39.72% |
-
Bid Size: - |
-
Ask Size: - |
Chipotle Mexican Gri... |
48.00 USD |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2024-01-03 |
| Last trading day: |
2024-09-20 |
| Ratio: |
2:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.85 |
| Intrinsic value: |
1.66 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.23 |
| Parity: |
1.66 |
| Time value: |
0.66 |
| Break-even: |
48.23 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.03 |
| Spread %: |
1.31% |
| Delta: |
0.73 |
| Theta: |
-0.03 |
| Omega: |
7.39 |
| Rho: |
0.03 |
Quote data
| Open: |
2.290 |
| High: |
2.990 |
| Low: |
2.290 |
| Previous Close: |
2.140 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.83% |
| 1 Month |
|
|
-35.42% |
| 3 Months |
|
|
-61.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.010 |
2.140 |
| 1M High / 1M Low: |
5.000 |
1.900 |
| 6M High / 6M Low: |
10.350 |
1.900 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.200 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.245 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.822 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
271.36% |
| Volatility 6M: |
|
143.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
