BVT Call 2900 CMG 21.06.2024
/ DE000VD18WD5
BVT Call 2900 CMG 21.06.2024/ DE000VD18WD5 /
2024-04-29 9:46:37 AM |
Chg.- |
Bid8:45:18 AM |
Ask8:45:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
3.24EUR |
- |
3.34 Bid Size: 2,000 |
- Ask Size: - |
Chipotle Mexican Gri... |
2,900.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
VD18WD |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Chipotle Mexican Grill Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2,900.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2024-03-15 |
Last trading day: |
2024-06-21 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.12 |
Intrinsic value: |
2.89 |
Implied volatility: |
0.26 |
Historic volatility: |
0.20 |
Parity: |
2.89 |
Time value: |
0.35 |
Break-even: |
3,030.55 |
Moneyness: |
1.11 |
Premium: |
0.01 |
Premium p.a.: |
0.09 |
Spread abs.: |
-0.06 |
Spread %: |
-1.82% |
Delta: |
0.87 |
Theta: |
-0.85 |
Omega: |
8.04 |
Rho: |
3.25 |
Quote data
Open: |
3.24 |
High: |
3.24 |
Low: |
3.24 |
Previous Close: |
2.65 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+111.76% |
1 Month |
|
|
+67.88% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
3.24 |
1.53 |
1M High / 1M Low: |
3.24 |
1.47 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.22 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.91 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
200.81% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |