BVT Call 2700 CMG 20.09.2024
/ DE000VM7SRP7
BVT Call 2700 CMG 20.09.2024/ DE000VM7SRP7 /
| 2024-06-25 4:50:51 PM |
Chg.+0.260 |
Bid6:06:03 PM |
Ask6:06:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.770EUR |
+4.72% |
5.890
Bid Size: 12,000 |
5.930
Ask Size: 12,000 |
Chipotle Mexican Gri... |
2,700.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7SRP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,700.00 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: |
5.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.87 |
| Intrinsic value: |
4.60 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.22 |
| Parity: |
4.60 |
| Time value: |
0.80 |
| Break-even: |
3,055.79 |
| Moneyness: |
1.18 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
0.56% |
| Delta: |
0.83 |
| Theta: |
-1.06 |
| Omega: |
4.60 |
| Rho: |
4.63 |
Quote data
| Open: |
5.470 |
| High: |
5.770 |
| Low: |
5.470 |
| Previous Close: |
5.510 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.97% |
| 1 Month |
|
|
+13.14% |
| 3 Months |
|
|
+51.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.750 |
5.510 |
| 1M High / 1M Low: |
7.750 |
4.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.418 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.391 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
