BVT Put 58 CMG 20.09.2024
/ DE000VD2JZH8
BVT Put 58 CMG 20.09.2024/ DE000VD2JZH8 /
| 2024-07-12 8:47:53 AM |
Chg.+0.13 |
Bid10:00:05 PM |
Ask10:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.89EUR |
+7.39% |
-
Bid Size: - |
-
Ask Size: - |
Chipotle Mexican Gri... |
58.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VD2JZH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
58.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-21 |
| Last trading day: |
2024-09-20 |
| Ratio: |
2:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.23 |
| Parity: |
0.21 |
| Time value: |
1.71 |
| Break-even: |
49.50 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.03 |
| Spread %: |
1.59% |
| Delta: |
-0.47 |
| Theta: |
-0.02 |
| Omega: |
-6.42 |
| Rho: |
-0.05 |
Quote data
| Open: |
1.89 |
| High: |
1.89 |
| Low: |
1.89 |
| Previous Close: |
1.76 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+73.39% |
| 1 Month |
|
|
+166.20% |
| 3 Months |
|
|
+10.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.89 |
0.99 |
| 1M High / 1M Low: |
1.89 |
0.51 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
394.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
