BVT Call 3300 CMG 20.12.2024
/ DE000VD21HS8
BVT Call 3300 CMG 20.12.2024/ DE000VD21HS8 /
| 2024-06-25 4:51:19 PM |
Chg.+0.190 |
Bid5:55:27 PM |
Ask5:55:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.980EUR |
+6.81% |
3.040
Bid Size: 19,000 |
3.080
Ask Size: 19,000 |
Chipotle Mexican Gri... |
3,300.00 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: |
3,300.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-28 |
| Last trading day: |
2024-12-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.60 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.22 |
| Parity: |
-0.99 |
| Time value: |
2.74 |
| Break-even: |
3,348.86 |
| Moneyness: |
0.97 |
| Premium: |
0.13 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.03 |
| Spread %: |
1.11% |
| Delta: |
0.53 |
| Theta: |
-0.95 |
| Omega: |
5.70 |
| Rho: |
6.28 |
Quote data
| Open: |
2.770 |
| High: |
2.980 |
| Low: |
2.770 |
| Previous Close: |
2.790 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.73% |
| 1 Month |
|
|
+26.27% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.450 |
2.790 |
| 1M High / 1M Low: |
4.450 |
1.760 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.492 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.639 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
225.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
