BVT Put 56 CMG 17.01.2025
/ DE000VD2EB89
BVT Put 56 CMG 17.01.2025/ DE000VD2EB89 /
| 2024-09-26 7:56:07 PM |
Chg.-0.040 |
Bid9:44:22 AM |
Ask9:44:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.450EUR |
-2.68% |
1.490
Bid Size: 6,000 |
1.550
Ask Size: 6,000 |
Chipotle Mexican Gri... |
56.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
VD2EB8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
56.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-03-19 |
| Last trading day: |
2025-01-17 |
| Ratio: |
2:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
-0.92 |
| Time value: |
1.50 |
| Break-even: |
47.10 |
| Moneyness: |
0.96 |
| Premium: |
0.09 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.03 |
| Spread %: |
2.04% |
| Delta: |
-0.37 |
| Theta: |
-0.02 |
| Omega: |
-6.41 |
| Rho: |
-0.07 |
Quote data
| Open: |
1.410 |
| High: |
1.450 |
| Low: |
1.380 |
| Previous Close: |
1.490 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.12% |
| 1 Month |
|
|
-30.29% |
| 3 Months |
|
|
-7.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.650 |
1.450 |
| 1M High / 1M Low: |
2.720 |
1.450 |
| 6M High / 6M Low: |
3.830 |
0.900 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.510 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.999 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.936 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.96% |
| Volatility 6M: |
|
161.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
