BVT Put 2700 CMG 20.09.2024
/ DE000VM92SB3
BVT Put 2700 CMG 20.09.2024/ DE000VM92SB3 /
| 2024-06-05 7:41:18 PM |
Chg.-0.090 |
Bid9:32:07 PM |
Ask9:32:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-18.75% |
-
Bid Size: - |
-
Ask Size: - |
Chipotle Mexican Gri... |
2,700.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM92SB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
2,700.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-09 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-56.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.20 |
| Parity: |
-3.48 |
| Time value: |
0.50 |
| Break-even: |
2,431.22 |
| Moneyness: |
0.88 |
| Premium: |
0.14 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.03 |
| Spread %: |
6.38% |
| Delta: |
-0.18 |
| Theta: |
-0.53 |
| Omega: |
-10.07 |
| Rho: |
-1.62 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.390 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.41% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
-77.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.470 |
| 1M High / 1M Low: |
0.540 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.492 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.433 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
