BVT Call 2800 CMG 20.09.2024
/ DE000VM9EML3
BVT Call 2800 CMG 20.09.2024/ DE000VM9EML3 /
| 2024-05-31 8:03:22 PM |
Chg.-0.080 |
Bid9:59:44 PM |
Ask9:59:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.720EUR |
-2.11% |
-
Bid Size: - |
-
Ask Size: - |
Chipotle Mexican Gri... |
2,800.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM9EML |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,800.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.36 |
| Intrinsic value: |
2.82 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.20 |
| Parity: |
2.82 |
| Time value: |
1.09 |
| Break-even: |
2,976.06 |
| Moneyness: |
1.11 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
0.77% |
| Delta: |
0.77 |
| Theta: |
-0.90 |
| Omega: |
5.61 |
| Rho: |
5.53 |
Quote data
| Open: |
3.900 |
| High: |
3.900 |
| Low: |
3.540 |
| Previous Close: |
3.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.48% |
| 1 Month |
|
|
-22.98% |
| 3 Months |
|
|
+91.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.290 |
3.720 |
| 1M High / 1M Low: |
5.020 |
3.720 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.968 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.486 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
