BVT Put 2700 CMG 20.09.2024
/ DE000VD18V62
BVT Put 2700 CMG 20.09.2024/ DE000VD18V62 /
19/06/2024 12:39:48 |
Chg.+0.010 |
Bid17:30:00 |
Ask17:30:00 |
Underlying |
Strike price |
Expiration date |
Option type |
0.290EUR |
+3.57% |
- Bid Size: - |
- Ask Size: - |
Chipotle Mexican Gri... |
2,700.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
VD18V6 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Chipotle Mexican Grill Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
2,700.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
15/03/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-113.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.21 |
Parity: |
-6.78 |
Time value: |
0.28 |
Break-even: |
2,486.26 |
Moneyness: |
0.79 |
Premium: |
0.22 |
Premium p.a.: |
1.19 |
Spread abs.: |
-0.03 |
Spread %: |
-9.68% |
Delta: |
-0.09 |
Theta: |
-0.51 |
Omega: |
-10.07 |
Rho: |
-0.79 |
Quote data
Open: |
0.290 |
High: |
0.290 |
Low: |
0.290 |
Previous Close: |
0.280 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-32.56% |
1 Month |
|
|
-34.09% |
3 Months |
|
|
-81.76% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.430 |
0.280 |
1M High / 1M Low: |
0.530 |
0.280 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.346 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.403 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
199.68% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |