BVT Call 62 CMG 20.09.2024
/ DE000VM92RN0
BVT Call 62 CMG 20.09.2024/ DE000VM92RN0 /
| 2024-08-09 8:01:26 PM |
Chg.+0.050 |
Bid9:58:58 PM |
Ask9:58:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+13.89% |
-
Bid Size: - |
-
Ask Size: - |
Chipotle Mexican Gri... |
62.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM92RN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
62.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-09 |
| Last trading day: |
2024-09-20 |
| Ratio: |
2:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
57.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.22 |
| Parity: |
-2.95 |
| Time value: |
0.44 |
| Break-even: |
57.68 |
| Moneyness: |
0.90 |
| Premium: |
0.13 |
| Premium p.a.: |
2.05 |
| Spread abs.: |
0.03 |
| Spread %: |
7.32% |
| Delta: |
0.24 |
| Theta: |
-0.03 |
| Omega: |
13.59 |
| Rho: |
0.01 |
Quote data
| Open: |
0.380 |
| High: |
0.460 |
| Low: |
0.380 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.13% |
| 1 Month |
|
|
-69.85% |
| 3 Months |
|
|
-86.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.360 |
| 1M High / 1M Low: |
1.360 |
0.219 |
| 6M High / 6M Low: |
4.650 |
0.219 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.400 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.614 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.731 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
335.75% |
| Volatility 6M: |
|
218.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
