BVT Call 2500 CMG 20.09.2024
/ DE000VM7SRC5
BVT Call 2500 CMG 20.09.2024/ DE000VM7SRC5 /
| 12/06/2024 08:24:39 |
Chg.+0.07 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.52EUR |
+1.09% |
-
Bid Size: - |
-
Ask Size: - |
Chipotle Mexican Gri... |
2,500.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
03/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.11 |
| Intrinsic value: |
5.87 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.21 |
| Parity: |
5.87 |
| Time value: |
0.64 |
| Break-even: |
2,978.77 |
| Moneyness: |
1.25 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
0.46% |
| Delta: |
0.88 |
| Theta: |
-0.83 |
| Omega: |
3.95 |
| Rho: |
5.25 |
Quote data
| Open: |
6.52 |
| High: |
6.52 |
| Low: |
6.52 |
| Previous Close: |
6.45 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.49% |
| 1 Month |
|
|
-13.98% |
| 3 Months |
|
|
+95.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.23 |
6.01 |
| 1M High / 1M Low: |
7.67 |
5.65 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
