BVT Call 2400 CMG 21.06.2024
/ DE000VM57ZF2
BVT Call 2400 CMG 21.06.2024/ DE000VM57ZF2 /
| 2024-06-19 8:38:46 AM |
Chg.+0.48 |
Bid8:00:01 PM |
Ask8:00:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.57EUR |
+5.28% |
-
Bid Size: - |
-
Ask Size: - |
Chipotle Mexican Gri... |
2,400.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM57ZF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,400.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-06-21 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.57 |
| Intrinsic value: |
9.57 |
| Implied volatility: |
2.12 |
| Historic volatility: |
0.21 |
| Parity: |
9.57 |
| Time value: |
0.02 |
| Break-even: |
3,193.90 |
| Moneyness: |
1.43 |
| Premium: |
0.00 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.04 |
| Spread %: |
0.42% |
| Delta: |
0.99 |
| Theta: |
-3.34 |
| Omega: |
3.30 |
| Rho: |
0.12 |
Quote data
| Open: |
9.57 |
| High: |
9.57 |
| Low: |
9.57 |
| Previous Close: |
9.09 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.10% |
| 1 Month |
|
|
+35.94% |
| 3 Months |
|
|
+133.41% |
| YTD |
|
|
+564.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.09 |
6.88 |
| 1M High / 1M Low: |
9.09 |
6.07 |
| 6M High / 6M Low: |
9.09 |
1.14 |
| High (YTD): |
2024-06-18 |
9.09 |
| Low (YTD): |
2024-01-08 |
1.14 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.43 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.64% |
| Volatility 6M: |
|
121.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
