BVT Put 2700 CMG 20.09.2024
/ DE000VM92SB3
BVT Put 2700 CMG 20.09.2024/ DE000VM92SB3 /
| 5/22/2024 7:42:39 PM |
Chg.+0.010 |
Bid9:29:56 PM |
Ask9:29:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
+2.44% |
0.410
Bid Size: 21,000 |
0.440
Ask Size: 21,000 |
Chipotle Mexican Gri... |
2,700.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
2/9/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-66.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.20 |
| Parity: |
-4.36 |
| Time value: |
0.44 |
| Break-even: |
2,443.56 |
| Moneyness: |
0.85 |
| Premium: |
0.16 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.03 |
| Spread %: |
7.32% |
| Delta: |
-0.15 |
| Theta: |
-0.46 |
| Omega: |
-9.80 |
| Rho: |
-1.58 |
Quote data
| Open: |
0.410 |
| High: |
0.420 |
| Low: |
0.410 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.44% |
| 1 Month |
|
|
-68.18% |
| 3 Months |
|
|
-79.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.380 |
| 1M High / 1M Low: |
1.320 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.410 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.571 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
