BVT Call 2900 CMG 20.09.2024
/ DE000VM9VCY1
BVT Call 2900 CMG 20.09.2024/ DE000VM9VCY1 /
| 2024-06-25 7:43:25 PM |
Chg.+0.270 |
Bid8:14:34 PM |
Ask8:14:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.280EUR |
+6.73% |
4.330
Bid Size: 13,000 |
4.370
Ask Size: 13,000 |
Chipotle Mexican Gri... |
2,900.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM9VCY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,900.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-07 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.22 |
| Intrinsic value: |
2.74 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.22 |
| Parity: |
2.74 |
| Time value: |
1.19 |
| Break-even: |
3,095.15 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.03 |
| Spread %: |
0.77% |
| Delta: |
0.74 |
| Theta: |
-1.22 |
| Omega: |
5.62 |
| Rho: |
4.33 |
Quote data
| Open: |
3.980 |
| High: |
4.310 |
| Low: |
3.980 |
| Previous Close: |
4.010 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.49% |
| 1 Month |
|
|
+17.91% |
| 3 Months |
|
|
+60.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.130 |
4.010 |
| 1M High / 1M Low: |
6.130 |
2.740 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.890 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.911 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
