BVT Call 2900 CMG 21.06.2024/  DE000VM92R74  /

Frankfurt Zert./VONT
2024-06-19  7:42:03 PM Chg.+0.060 Bid7:42:03 PM Ask7:42:03 PM Underlying Strike price Expiration date Option type
5.240EUR +1.16% -
Bid Size: -
-
Ask Size: -
Chipotle Mexican Gri... 2,900.00 USD 2024-06-21 Call
 

Master data

WKN: VM92R7
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 2,900.00 USD
Maturity: 2024-06-21
Issue date: 2024-02-09
Last trading day: 2024-06-21
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 6.46
Leverage: Yes

Calculated values

Fair value: 4.92
Intrinsic value: 4.91
Implied volatility: 1.14
Historic volatility: 0.21
Parity: 4.91
Time value: 0.03
Break-even: 3,194.50
Moneyness: 1.18
Premium: 0.00
Premium p.a.: 0.17
Spread abs.: 0.04
Spread %: 0.82%
Delta: 0.98
Theta: -3.66
Omega: 6.32
Rho: 0.14
 

Quote data

Open: 5.100
High: 5.240
Low: 5.100
Previous Close: 5.180
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+101.54%
1 Month  
+86.48%
3 Months  
+340.34%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.180 2.600
1M High / 1M Low: 5.180 1.550
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.758
Avg. volume 1W:   0.000
Avg. price 1M:   2.690
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   277.97%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -