BVT Call 3900 CMG 20.12.2024
/ DE000VD50MR9
BVT Call 3900 CMG 20.12.2024/ DE000VD50MR9 /
| 2024-06-17 4:43:41 PM |
Chg.+0.280 |
Bid6:58:26 PM |
Ask6:58:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.420EUR |
+24.56% |
1.500
Bid Size: 20,000 |
1.540
Ask Size: 20,000 |
Chipotle Mexican Gri... |
3,900.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD50MR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,900.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-12-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.21 |
| Parity: |
-5.87 |
| Time value: |
1.23 |
| Break-even: |
3,766.96 |
| Moneyness: |
0.84 |
| Premium: |
0.23 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.04 |
| Spread %: |
3.36% |
| Delta: |
0.30 |
| Theta: |
-0.76 |
| Omega: |
7.39 |
| Rho: |
4.01 |
Quote data
| Open: |
1.230 |
| High: |
1.420 |
| Low: |
1.230 |
| Previous Close: |
1.140 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+79.75% |
| 1 Month |
|
|
+75.31% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.140 |
0.710 |
| 1M High / 1M Low: |
1.140 |
0.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.906 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.776 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
201.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
