BVT Call 78 CMG 20.09.2024/  DE000VD79PS9  /

Frankfurt Zert./VONT
2024-08-09  7:52:16 PM Chg.+0.011 Bid9:57:33 PM Ask9:57:33 PM Underlying Strike price Expiration date Option type
0.056EUR +24.44% -
Bid Size: -
-
Ask Size: -
Chipotle Mexican Gri... 78.00 USD 2024-09-20 Call
 

Master data

WKN: VD79PS
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 78.00 USD
Maturity: 2024-09-20
Issue date: 2024-06-19
Last trading day: 2024-09-20
Ratio: 2:1
Exercise type: American
Quanto: No
Gearing: 334.80
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.22
Parity: -10.28
Time value: 0.08
Break-even: 71.61
Moneyness: 0.71
Premium: 0.41
Premium p.a.: 19.92
Spread abs.: 0.03
Spread %: 52.00%
Delta: 0.04
Theta: -0.01
Omega: 14.20
Rho: 0.00
 

Quote data

Open: 0.031
High: 0.056
Low: 0.031
Previous Close: 0.045
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -46.67%
1 Month
  -75.65%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.078 0.045
1M High / 1M Low: 0.230 0.037
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.060
Avg. volume 1W:   0.000
Avg. price 1M:   0.118
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   688.54%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -