BVT Put 54 CMG 20.09.2024
/ DE000VM92SB3
BVT Put 54 CMG 20.09.2024/ DE000VM92SB3 /
| 10/07/2024 10:11:43 |
Chg.+0.060 |
Bid12:08:08 |
Ask12:08:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.140EUR |
+5.56% |
1.140
Bid Size: 5,000 |
1.250
Ask Size: 5,000 |
Chipotle Mexican Gri... |
54.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
VM92SB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
54.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
09/02/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
2:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-22.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.23 |
| Parity: |
-1.61 |
| Time value: |
1.18 |
| Break-even: |
47.57 |
| Moneyness: |
0.94 |
| Premium: |
0.10 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.03 |
| Spread %: |
2.61% |
| Delta: |
-0.32 |
| Theta: |
-0.02 |
| Omega: |
-7.26 |
| Rho: |
-0.04 |
Quote data
| Open: |
1.140 |
| High: |
1.140 |
| Low: |
1.140 |
| Previous Close: |
1.080 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+72.73% |
| 1 Month |
|
|
+171.43% |
| 3 Months |
|
|
-3.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.600 |
| 1M High / 1M Low: |
1.080 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.778 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.540 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
407.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
