BVT Call 2500 CMG 20.09.2024
/ DE000VM7SRC5
BVT Call 2500 CMG 20.09.2024/ DE000VM7SRC5 /
| 2024-06-18 10:22:18 AM |
Chg.+0.030 |
Bid12:29:26 PM |
Ask12:29:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.640EUR |
+0.35% |
9.110
Bid Size: 3,000 |
9.350
Ask Size: 3,000 |
Chipotle Mexican Gri... |
2,500.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7SRC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,500.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-03 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.27 |
| Intrinsic value: |
8.06 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.21 |
| Parity: |
8.06 |
| Time value: |
0.60 |
| Break-even: |
3,193.78 |
| Moneyness: |
1.35 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.04 |
| Spread %: |
0.46% |
| Delta: |
0.91 |
| Theta: |
-0.90 |
| Omega: |
3.28 |
| Rho: |
5.09 |
Quote data
| Open: |
8.640 |
| High: |
8.640 |
| Low: |
8.640 |
| Previous Close: |
8.610 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.46% |
| 1 Month |
|
|
+25.04% |
| 3 Months |
|
|
+99.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.610 |
6.240 |
| 1M High / 1M Low: |
8.610 |
5.670 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.352 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.729 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
