BVT Call 3200 CMG 21.06.2024
/ DE000VD2JY61
BVT Call 3200 CMG 21.06.2024/ DE000VD2JY61 /
| 6/20/2024 8:49:07 AM |
Chg.+0.34 |
Bid9:21:29 AM |
Ask9:21:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.50EUR |
+15.74% |
2.52
Bid Size: 300 |
2.78
Ask Size: 300 |
Chipotle Mexican Gri... |
3,200.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
VD2JY6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,200.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
3/21/2024 |
| Last trading day: |
6/21/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.13 |
| Intrinsic value: |
2.12 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.21 |
| Parity: |
2.12 |
| Time value: |
0.03 |
| Break-even: |
3,194.86 |
| Moneyness: |
1.07 |
| Premium: |
0.00 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.04 |
| Spread %: |
1.90% |
| Delta: |
0.96 |
| Theta: |
-3.39 |
| Omega: |
14.18 |
| Rho: |
0.16 |
Quote data
| Open: |
2.50 |
| High: |
2.50 |
| Low: |
2.50 |
| Previous Close: |
2.16 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+557.89% |
| 1 Month |
|
|
+150.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.16 |
0.38 |
| 1M High / 1M Low: |
2.16 |
0.20 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
744.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
