BVT Put 2800 CMG 20.12.2024
/ DE000VD21HA6
BVT Put 2800 CMG 20.12.2024/ DE000VD21HA6 /
| 6/11/2024 8:49:08 AM |
Chg.+0.06 |
Bid4:28:42 PM |
Ask4:28:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
+5.71% |
1.19
Bid Size: 22,000 |
1.22
Ask Size: 22,000 |
Chipotle Mexican Gri... |
2,800.00 - |
12/20/2024 |
Put |
Master data
| WKN: |
VD21HA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
2,800.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
3/28/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-25.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.21 |
| Parity: |
-1.08 |
| Time value: |
1.15 |
| Break-even: |
2,685.00 |
| Moneyness: |
0.96 |
| Premium: |
0.08 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
2.68% |
| Delta: |
-0.33 |
| Theta: |
-0.34 |
| Omega: |
-8.43 |
| Rho: |
-5.70 |
Quote data
| Open: |
1.11 |
| High: |
1.11 |
| Low: |
1.11 |
| Previous Close: |
1.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.72% |
| 1 Month |
|
|
+18.09% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.19 |
0.92 |
| 1M High / 1M Low: |
1.25 |
0.92 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
