BVT Call 3900 CMG 17.01.2025
/ DE000VD36FY8
BVT Call 3900 CMG 17.01.2025/ DE000VD36FY8 /
| 2024-06-10 5:02:18 PM |
Chg.-0.100 |
Bid5:30:43 PM |
Ask5:30:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
-9.71% |
0.910
Bid Size: 22,000 |
0.940
Ask Size: 22,000 |
Chipotle Mexican Gri... |
3,900.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
VD36FY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,900.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-04-16 |
| Last trading day: |
2025-01-17 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
29.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
-6.78 |
| Time value: |
0.99 |
| Break-even: |
3,717.21 |
| Moneyness: |
0.81 |
| Premium: |
0.26 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.03 |
| Spread %: |
3.13% |
| Delta: |
0.26 |
| Theta: |
-0.59 |
| Omega: |
7.70 |
| Rho: |
4.02 |
Quote data
| Open: |
0.950 |
| High: |
0.970 |
| Low: |
0.930 |
| Previous Close: |
1.030 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+43.08% |
| 1 Month |
|
|
-16.96% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
0.650 |
| 1M High / 1M Low: |
1.120 |
0.650 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.838 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.894 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
