BVT Call 66 CMG 20.12.2024
/ DE000VD21HS8
BVT Call 66 CMG 20.12.2024/ DE000VD21HS8 /
| 2024-09-26 7:54:06 PM |
Chg.+0.030 |
Bid9:11:33 AM |
Ask9:11:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+3.85% |
0.750
Bid Size: 6,000 |
0.800
Ask Size: 6,000 |
Chipotle Mexican Gri... |
66.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD21HS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
66.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-28 |
| Last trading day: |
2024-12-20 |
| Ratio: |
2:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
30.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.24 |
| Parity: |
-3.42 |
| Time value: |
0.85 |
| Break-even: |
61.00 |
| Moneyness: |
0.88 |
| Premium: |
0.16 |
| Premium p.a.: |
0.91 |
| Spread abs.: |
0.03 |
| Spread %: |
3.66% |
| Delta: |
0.30 |
| Theta: |
-0.02 |
| Omega: |
9.28 |
| Rho: |
0.03 |
Quote data
| Open: |
0.840 |
| High: |
0.870 |
| Low: |
0.810 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.46% |
| 1 Month |
|
|
-2.41% |
| 3 Months |
|
|
-65.24% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.740 |
| 1M High / 1M Low: |
0.940 |
0.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.788 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.721 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
