BVT Put 66 CMG 20.09.2024
/ DE000VD8SNU5
BVT Put 66 CMG 20.09.2024/ DE000VD8SNU5 /
8/9/2024 8:42:40 AM |
Chg.-0.11 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.06EUR |
-9.40% |
- Bid Size: - |
- Ask Size: - |
Chipotle Mexican Gri... |
66.00 - |
9/20/2024 |
Put |
Master data
WKN: |
VD8SNU |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Chipotle Mexican Grill Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
66.00 - |
Maturity: |
9/20/2024 |
Issue date: |
6/27/2024 |
Last trading day: |
9/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-5.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.51 |
Intrinsic value: |
1.51 |
Implied volatility: |
- |
Historic volatility: |
0.22 |
Parity: |
1.51 |
Time value: |
-0.54 |
Break-even: |
56.30 |
Moneyness: |
1.30 |
Premium: |
-0.11 |
Premium p.a.: |
-0.63 |
Spread abs.: |
0.01 |
Spread %: |
1.04% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
1.06 |
High: |
1.06 |
Low: |
1.06 |
Previous Close: |
1.17 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-13.82% |
1 Month |
|
|
+23.26% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.35 |
1.06 |
1M High / 1M Low: |
1.52 |
0.82 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.17 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.12 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
178.92% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |