BVT Put 58 CMG 20.09.2024
/ DE000VD2JZH8
BVT Put 58 CMG 20.09.2024/ DE000VD2JZH8 /
| 2024-08-09 8:44:40 AM |
Chg.-0.48 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.21EUR |
-17.84% |
-
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: |
-13.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.38 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.22 |
| Parity: |
1.12 |
| Time value: |
0.71 |
| Break-even: |
49.47 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.03 |
| Spread %: |
1.67% |
| Delta: |
-0.60 |
| Theta: |
-0.03 |
| Omega: |
-8.38 |
| Rho: |
-0.04 |
Quote data
| Open: |
2.21 |
| High: |
2.21 |
| Low: |
2.21 |
| Previous Close: |
2.69 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.91% |
| 1 Month |
|
|
+17.55% |
| 3 Months |
|
|
+225.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.66 |
2.21 |
| 1M High / 1M Low: |
4.04 |
1.76 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.78 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
289.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
