BVT Put 66 CMG 20.12.2024
/ DE000VD50MQ1
BVT Put 66 CMG 20.12.2024/ DE000VD50MQ1 /
| 11/15/2024 7:51:23 PM |
Chg.+0.720 |
Bid9:59:29 PM |
Ask9:59:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.590EUR |
+25.09% |
-
Bid Size: - |
-
Ask Size: - |
Chipotle Mexican Gri... |
66.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
5/13/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
2:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.50 |
| Intrinsic value: |
3.50 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
3.50 |
| Time value: |
0.15 |
| Break-even: |
55.39 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
0.83% |
| Delta: |
-0.84 |
| Theta: |
-0.02 |
| Omega: |
-6.43 |
| Rho: |
-0.05 |
Quote data
| Open: |
3.240 |
| High: |
3.590 |
| Low: |
3.120 |
| Previous Close: |
2.870 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.19% |
| 1 Month |
|
|
-5.28% |
| 3 Months |
|
|
-42.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.590 |
2.750 |
| 1M High / 1M Low: |
4.630 |
2.750 |
| 6M High / 6M Low: |
7.610 |
2.090 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.114 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.622 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.316 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
226.36% |
| Volatility 6M: |
|
161.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
