BVT Put 2600 CMG 20.12.2024
/ DE000VD21G33
BVT Put 2600 CMG 20.12.2024/ DE000VD21G33 /
| 6/11/2024 1:58:18 PM |
Chg.+0.040 |
Bid3:08:11 PM |
Ask3:08:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+5.88% |
0.710
Bid Size: 9,000 |
0.740
Ask Size: 9,000 |
Chipotle Mexican Gri... |
2,600.00 - |
12/20/2024 |
Put |
Master data
| WKN: |
VD21G3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
2,600.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
3/28/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-39.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.21 |
| Parity: |
-3.08 |
| Time value: |
0.73 |
| Break-even: |
2,527.00 |
| Moneyness: |
0.89 |
| Premium: |
0.13 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.03 |
| Spread %: |
4.29% |
| Delta: |
-0.21 |
| Theta: |
-0.34 |
| Omega: |
-8.52 |
| Rho: |
-3.66 |
Quote data
| Open: |
0.710 |
| High: |
0.720 |
| Low: |
0.710 |
| Previous Close: |
0.680 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.70% |
| 1 Month |
|
|
+14.29% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.610 |
| 1M High / 1M Low: |
0.780 |
0.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.658 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.665 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
