BVT Put 58 CMG 20.09.2024
/ DE000VD2JZH8
BVT Put 58 CMG 20.09.2024/ DE000VD2JZH8 /
| 2024-08-02 7:52:28 PM |
Chg.+0.310 |
Bid9:59:59 PM |
Ask9:59:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.010EUR |
+11.48% |
-
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: |
-8.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.49 |
| Intrinsic value: |
2.49 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.22 |
| Parity: |
2.49 |
| Time value: |
0.51 |
| Break-even: |
47.16 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
1.01% |
| Delta: |
-0.70 |
| Theta: |
-0.02 |
| Omega: |
-5.65 |
| Rho: |
-0.05 |
Quote data
| Open: |
2.830 |
| High: |
3.400 |
| Low: |
2.790 |
| Previous Close: |
2.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.94% |
| 1 Month |
|
|
+181.31% |
| 3 Months |
|
|
+227.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.380 |
2.240 |
| 1M High / 1M Low: |
4.010 |
1.030 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.902 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.477 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
286.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
