BVT Call 2900 CMG 21.06.2024
/ DE000VD18WD5
BVT Call 2900 CMG 21.06.2024/ DE000VD18WD5 /
| 17/05/2024 11:51:01 |
Chg.-0.16 |
Bid20:33:06 |
Ask20:33:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.56EUR |
-5.88% |
2.78
Bid Size: 12,000 |
-
Ask Size: - |
Chipotle Mexican Gri... |
2,900.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
VD18WD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,900.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
15/03/2024 |
| Last trading day: |
21/06/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.43 |
| Intrinsic value: |
2.26 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.20 |
| Parity: |
2.26 |
| Time value: |
0.46 |
| Break-even: |
2,940.43 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.17 |
| Spread %: |
6.67% |
| Delta: |
0.80 |
| Theta: |
-1.45 |
| Omega: |
8.53 |
| Rho: |
1.97 |
Quote data
| Open: |
2.56 |
| High: |
2.56 |
| Low: |
2.56 |
| Previous Close: |
2.72 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.69% |
| 1 Month |
|
|
+29.95% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.59 |
2.72 |
| 1M High / 1M Low: |
3.59 |
1.51 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
210.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
