BVT Put 2700 CMG 20.12.2024
/ DE000VD21HM1
BVT Put 2700 CMG 20.12.2024/ DE000VD21HM1 /
| 10/06/2024 19:56:19 |
Chg.+0.090 |
Bid21:56:45 |
Ask21:56:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
+11.54% |
-
Bid Size: - |
-
Ask Size: - |
Chipotle Mexican Gri... |
2,700.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
VD21HM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
2,700.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
28/03/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-34.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
-2.40 |
| Time value: |
0.86 |
| Break-even: |
2,614.00 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.03 |
| Spread %: |
3.61% |
| Delta: |
-0.25 |
| Theta: |
-0.35 |
| Omega: |
-8.54 |
| Rho: |
-4.34 |
Quote data
| Open: |
0.840 |
| High: |
0.870 |
| Low: |
0.830 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.45% |
| 1 Month |
|
|
+10.13% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.770 |
| 1M High / 1M Low: |
0.990 |
0.770 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.836 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.845 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
