BVT Call 4000 CMG 17.01.2025
/ DE000VD5MEQ1
BVT Call 4000 CMG 17.01.2025/ DE000VD5MEQ1 /
| 2024-06-10 10:36:30 AM |
Chg.-0.060 |
Bid11:21:26 AM |
Ask11:21:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
-6.98% |
0.790
Bid Size: 6,000 |
0.840
Ask Size: 6,000 |
Chipotle Mexican Gri... |
4,000.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
VD5MEQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4,000.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-05-07 |
| Last trading day: |
2025-01-17 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
35.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
-7.71 |
| Time value: |
0.83 |
| Break-even: |
3,793.99 |
| Moneyness: |
0.79 |
| Premium: |
0.29 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.03 |
| Spread %: |
3.75% |
| Delta: |
0.23 |
| Theta: |
-0.54 |
| Omega: |
8.01 |
| Rho: |
3.53 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.800 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.94% |
| 1 Month |
|
|
-13.98% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.530 |
| 1M High / 1M Low: |
0.930 |
0.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.690 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.739 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
