BVT Call 2700 CMG 20.09.2024
/ DE000VM7SRP7
BVT Call 2700 CMG 20.09.2024/ DE000VM7SRP7 /
| 2024-05-03 8:22:20 AM |
Chg.+0.17 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.37EUR |
+3.27% |
-
Bid Size: - |
-
Ask Size: - |
Chipotle Mexican Gri... |
2,700.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7SRP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,700.00 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: |
5.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.64 |
| Intrinsic value: |
4.12 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.20 |
| Parity: |
4.12 |
| Time value: |
1.11 |
| Break-even: |
3,039.37 |
| Moneyness: |
1.16 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
0.58% |
| Delta: |
0.81 |
| Theta: |
-0.81 |
| Omega: |
4.53 |
| Rho: |
7.09 |
Quote data
| Open: |
5.37 |
| High: |
5.37 |
| Low: |
5.37 |
| Previous Close: |
5.20 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.67% |
| 1 Month |
|
|
+43.58% |
| 3 Months |
|
|
+260.40% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.80 |
5.18 |
| 1M High / 1M Low: |
5.80 |
3.44 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
