BVT Put 2500 CMG 20.12.2024
/ DE000VD21G82
BVT Put 2500 CMG 20.12.2024/ DE000VD21G82 /
| 6/11/2024 8:49:08 AM |
Chg.+0.030 |
Bid1:30:12 PM |
Ask1:30:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
+5.77% |
0.560
Bid Size: 9,000 |
0.590
Ask Size: 9,000 |
Chipotle Mexican Gri... |
2,500.00 - |
12/20/2024 |
Put |
Master data
| WKN: |
VD21G8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
2,500.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
3/28/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-50.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.21 |
| Parity: |
-4.08 |
| Time value: |
0.58 |
| Break-even: |
2,442.00 |
| Moneyness: |
0.86 |
| Premium: |
0.16 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.03 |
| Spread %: |
5.45% |
| Delta: |
-0.17 |
| Theta: |
-0.33 |
| Omega: |
-8.52 |
| Rho: |
-2.91 |
Quote data
| Open: |
0.550 |
| High: |
0.550 |
| Low: |
0.550 |
| Previous Close: |
0.520 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.17% |
| 1 Month |
|
|
+19.57% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.460 |
| 1M High / 1M Low: |
0.610 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.522 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.509 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
