BVT Put 2900 CMG 20.09.2024
/ DE000VD2JZH8
BVT Put 2900 CMG 20.09.2024/ DE000VD2JZH8 /
| 2024-05-31 7:51:10 PM |
Chg.+0.030 |
Bid9:59:30 PM |
Ask9:59:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
+3.41% |
-
Bid Size: - |
-
Ask Size: - |
Chipotle Mexican Gri... |
2,900.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
VD2JZH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
2,900.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-21 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-32.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.28 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.20 |
| Parity: |
0.33 |
| Time value: |
0.56 |
| Break-even: |
2,811.00 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
3.49% |
| Delta: |
-0.48 |
| Theta: |
-0.25 |
| Omega: |
-15.56 |
| Rho: |
-4.52 |
Quote data
| Open: |
0.860 |
| High: |
0.970 |
| Low: |
0.860 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.74% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.760 |
| 1M High / 1M Low: |
1.000 |
0.720 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.846 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.806 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
