BVT Call 50 CMG 20.09.2024
/ DE000VM7SRC5
BVT Call 50 CMG 20.09.2024/ DE000VM7SRC5 /
| 13/09/2024 19:54:21 |
Chg.-0.030 |
Bid21:59:53 |
Ask21:59:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.890EUR |
-1.03% |
-
Bid Size: - |
-
Ask Size: - |
Chipotle Mexican Gri... |
50.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM7SRC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 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: |
8.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.78 |
| Intrinsic value: |
2.76 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.24 |
| Parity: |
2.76 |
| Time value: |
0.08 |
| Break-even: |
50.82 |
| Moneyness: |
1.12 |
| Premium: |
0.00 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.03 |
| Spread %: |
1.07% |
| Delta: |
0.93 |
| Theta: |
-0.05 |
| Omega: |
8.30 |
| Rho: |
0.01 |
Quote data
| Open: |
3.000 |
| High: |
3.000 |
| Low: |
2.820 |
| Previous Close: |
2.920 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.94% |
| 1 Month |
|
|
+81.76% |
| 3 Months |
|
|
-62.02% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.920 |
2.090 |
| 1M High / 1M Low: |
2.920 |
1.590 |
| 6M High / 6M Low: |
9.470 |
1.380 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.534 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.278 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.870 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
250.55% |
| Volatility 6M: |
|
186.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
