BVT Call 64 CMG 20.09.2024
/ DE000VD02WG2
BVT Call 64 CMG 20.09.2024/ DE000VD02WG2 /
| 09/08/2024 19:52:52 |
Chg.+0.030 |
Bid21:56:37 |
Ask21:56:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
+12.00% |
-
Bid Size: - |
-
Ask Size: - |
Chipotle Mexican Gri... |
64.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VD02WG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
64.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
28/02/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
2:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
79.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.22 |
| Parity: |
-3.87 |
| Time value: |
0.32 |
| Break-even: |
59.27 |
| Moneyness: |
0.87 |
| Premium: |
0.16 |
| Premium p.a.: |
2.89 |
| Spread abs.: |
0.03 |
| Spread %: |
10.34% |
| Delta: |
0.18 |
| Theta: |
-0.02 |
| Omega: |
14.18 |
| Rho: |
0.01 |
Quote data
| Open: |
0.260 |
| High: |
0.300 |
| Low: |
0.260 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.67% |
| 1 Month |
|
|
-74.31% |
| 3 Months |
|
|
-88.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.250 |
| 1M High / 1M Low: |
1.090 |
0.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.288 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.477 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
344.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
