BVT Put 60 CMG 20.09.2024
/ DE000VD2JZG0
BVT Put 60 CMG 20.09.2024/ DE000VD2JZG0 /
| 09/08/2024 19:52:30 |
Chg.-0.450 |
Bid21:59:48 |
Ask21:59:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.440EUR |
-15.57% |
-
Bid Size: - |
-
Ask Size: - |
Chipotle Mexican Gri... |
60.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
VD2JZG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
21/03/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
2:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.09 |
| Intrinsic value: |
2.04 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.22 |
| Parity: |
2.04 |
| Time value: |
0.41 |
| Break-even: |
50.07 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
1.24% |
| Delta: |
-0.71 |
| Theta: |
-0.02 |
| Omega: |
-7.37 |
| Rho: |
-0.05 |
Quote data
| Open: |
2.860 |
| High: |
2.860 |
| Low: |
2.440 |
| Previous Close: |
2.890 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.28% |
| 1 Month |
|
|
+8.44% |
| 3 Months |
|
|
+156.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.760 |
2.440 |
| 1M High / 1M Low: |
4.830 |
2.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.006 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.302 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
229.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
