BVT Call 3600 CMG 17.01.2025
/ DE000VD2EB71
BVT Call 3600 CMG 17.01.2025/ DE000VD2EB71 /
| 10/06/2024 16:53:39 |
Chg.-0.190 |
Bid19:31:33 |
Ask19:31:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.520EUR |
-11.11% |
1.510
Bid Size: 22,000 |
1.540
Ask Size: 22,000 |
Chipotle Mexican Gri... |
3,600.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
VD2EB7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,600.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
19/03/2024 |
| Last trading day: |
17/01/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
-4.00 |
| Time value: |
1.60 |
| Break-even: |
3,499.89 |
| Moneyness: |
0.88 |
| Premium: |
0.19 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.03 |
| Spread %: |
1.91% |
| Delta: |
0.37 |
| Theta: |
-0.70 |
| Omega: |
6.88 |
| Rho: |
5.69 |
Quote data
| Open: |
1.540 |
| High: |
1.580 |
| Low: |
1.520 |
| Previous Close: |
1.710 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.33% |
| 1 Month |
|
|
-16.94% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.710 |
1.140 |
| 1M High / 1M Low: |
1.830 |
1.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.428 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.511 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
