BVT Put 3000 CMG 17.01.2025
/ DE000VD2QEG0
BVT Put 3000 CMG 17.01.2025/ DE000VD2QEG0 /
| 2024-06-10 4:52:14 PM |
Chg.+0.130 |
Bid6:38:32 PM |
Ask6:38:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.760EUR |
+7.98% |
1.750
Bid Size: 22,000 |
1.780
Ask Size: 22,000 |
Chipotle Mexican Gri... |
3,000.00 - |
2025-01-17 |
Put |
Master data
| WKN: |
VD2QEG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
3,000.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-03-22 |
| Last trading day: |
2025-01-17 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.85 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.21 |
| Parity: |
0.60 |
| Time value: |
1.15 |
| Break-even: |
2,825.00 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
1.74% |
| Delta: |
-0.46 |
| Theta: |
-0.25 |
| Omega: |
-7.80 |
| Rho: |
-9.32 |
Quote data
| Open: |
1.730 |
| High: |
1.760 |
| Low: |
1.720 |
| Previous Close: |
1.630 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.44% |
| 1 Month |
|
|
+8.64% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.010 |
1.610 |
| 1M High / 1M Low: |
2.010 |
1.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.772 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.734 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
