BVT Call 2600 CMG 20.09.2024
/ DE000VM7SRD3
BVT Call 2600 CMG 20.09.2024/ DE000VM7SRD3 /
| 2024-05-03 7:43:46 PM |
Chg.+0.240 |
Bid9:58:09 PM |
Ask9:58:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.150EUR |
+4.06% |
-
Bid Size: - |
-
Ask Size: - |
Chipotle Mexican Gri... |
2,600.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7SRD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,600.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-03 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.58 |
| Intrinsic value: |
5.16 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.20 |
| Parity: |
5.16 |
| Time value: |
0.94 |
| Break-even: |
3,026.01 |
| Moneyness: |
1.21 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
0.49% |
| Delta: |
0.85 |
| Theta: |
-0.76 |
| Omega: |
4.08 |
| Rho: |
7.15 |
Quote data
| Open: |
6.270 |
| High: |
6.270 |
| Low: |
6.100 |
| Previous Close: |
5.910 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.65% |
| 1 Month |
|
|
+42.36% |
| 3 Months |
|
|
+183.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
6.540 |
5.910 |
| 1M High / 1M Low: |
6.540 |
4.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.228 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.043 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
