BVT Call 3500 CMG 20.09.2024
/ DE000VD2JZU1
BVT Call 3500 CMG 20.09.2024/ DE000VD2JZU1 /
6/11/2024 8:49:34 AM |
Chg.-0.110 |
Bid7:02:46 PM |
Ask7:02:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.780EUR |
-12.36% |
0.700 Bid Size: 22,000 |
0.730 Ask Size: 22,000 |
Chipotle Mexican Gri... |
3,500.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
VD2JZU |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Chipotle Mexican Grill Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,500.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
3/21/2024 |
Last trading day: |
9/20/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
35.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.31 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.21 |
Parity: |
-3.44 |
Time value: |
0.81 |
Break-even: |
3,332.76 |
Moneyness: |
0.89 |
Premium: |
0.15 |
Premium p.a.: |
0.64 |
Spread abs.: |
0.03 |
Spread %: |
3.85% |
Delta: |
0.29 |
Theta: |
-0.89 |
Omega: |
10.56 |
Rho: |
2.14 |
Quote data
Open: |
0.780 |
High: |
0.780 |
Low: |
0.780 |
Previous Close: |
0.890 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+32.20% |
1 Month |
|
|
-35.54% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.070 |
0.590 |
1M High / 1M Low: |
1.210 |
0.580 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.802 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.862 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
262.00% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |