BVT Call 2800 CMG 17.01.2025
/ DE000VM9C7E1
BVT Call 2800 CMG 17.01.2025/ DE000VM9C7E1 /
| 2024-06-07 8:03:40 PM |
Chg.+0.140 |
Bid10:01:27 AM |
Ask10:01:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.730EUR |
+2.50% |
5.500
Bid Size: 4,000 |
5.690
Ask Size: 4,000 |
Chipotle Mexican Gri... |
2,800.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
VM9C7E |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,800.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-01-17 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.43 |
| Intrinsic value: |
3.42 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.21 |
| Parity: |
3.42 |
| Time value: |
2.09 |
| Break-even: |
3,148.69 |
| Moneyness: |
1.13 |
| Premium: |
0.07 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
0.55% |
| Delta: |
0.74 |
| Theta: |
-0.78 |
| Omega: |
3.97 |
| Rho: |
9.90 |
Quote data
| Open: |
5.880 |
| High: |
5.950 |
| Low: |
5.730 |
| Previous Close: |
5.590 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.49% |
| 1 Month |
|
|
-6.07% |
| 3 Months |
|
|
+103.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.730 |
4.530 |
| 1M High / 1M Low: |
6.100 |
4.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.200 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.409 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
