BVT Call 60 CMG 20.09.2024
/ DE000VD9NSU3
BVT Call 60 CMG 20.09.2024/ DE000VD9NSU3 /
| 2024-08-09 8:01:43 PM |
Chg.+0.017 |
Bid9:59:47 PM |
Ask9:59:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.117EUR |
+17.00% |
-
Bid Size: - |
-
Ask Size: - |
Chipotle Mexican Gri... |
60.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD9NSU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-07-10 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
40.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.22 |
| Parity: |
-0.41 |
| Time value: |
0.13 |
| Break-even: |
56.24 |
| Moneyness: |
0.93 |
| Premium: |
0.11 |
| Premium p.a.: |
1.43 |
| Spread abs.: |
0.01 |
| Spread %: |
8.55% |
| Delta: |
0.31 |
| Theta: |
-0.03 |
| Omega: |
12.56 |
| Rho: |
0.02 |
Quote data
| Open: |
0.107 |
| High: |
0.132 |
| Low: |
0.107 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.84% |
| 1 Month |
|
|
-65.59% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.124 |
0.094 |
| 1M High / 1M Low: |
0.340 |
0.052 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.109 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.155 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
335.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
