BVT Put 66 CMG 20.12.2024
/ DE000VD50MQ1
BVT Put 66 CMG 20.12.2024/ DE000VD50MQ1 /
| 2024-08-02 7:52:00 PM |
Chg.+0.270 |
Bid9:59:58 PM |
Ask9:59:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.550EUR |
+4.30% |
-
Bid Size: - |
-
Ask Size: - |
Chipotle Mexican Gri... |
66.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
VD50MQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
66.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-12-20 |
| Ratio: |
2:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.15 |
| Intrinsic value: |
6.15 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.22 |
| Parity: |
6.15 |
| Time value: |
0.36 |
| Break-even: |
47.47 |
| Moneyness: |
1.26 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.03 |
| Spread %: |
0.46% |
| Delta: |
-0.76 |
| Theta: |
-0.01 |
| Omega: |
-2.82 |
| Rho: |
-0.19 |
Quote data
| Open: |
6.430 |
| High: |
6.970 |
| Low: |
6.380 |
| Previous Close: |
6.280 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.93% |
| 1 Month |
|
|
+92.08% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.990 |
5.810 |
| 1M High / 1M Low: |
7.610 |
3.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.482 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.655 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
