BVT Call 54 CMG 20.09.2024
/ DE000VD18WE3
BVT Call 54 CMG 20.09.2024/ DE000VD18WE3 /
| 09/08/2024 09:47:47 |
Chg.+0.23 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.51EUR |
+17.97% |
-
Bid Size: - |
-
Ask Size: - |
Chipotle Mexican Gri... |
54.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VD18WE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
54.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
15/03/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
2:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.21 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.22 |
| Parity: |
0.71 |
| Time value: |
0.80 |
| Break-even: |
52.49 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
-0.27 |
| Spread %: |
-15.17% |
| Delta: |
0.64 |
| Theta: |
-0.03 |
| Omega: |
10.79 |
| Rho: |
0.03 |
Quote data
| Open: |
1.51 |
| High: |
1.51 |
| Low: |
1.51 |
| Previous Close: |
1.28 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.97% |
| 1 Month |
|
|
-49.33% |
| 3 Months |
|
|
-75.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.57 |
0.99 |
| 1M High / 1M Low: |
3.34 |
0.64 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
426.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
