BVT Call 3200 CMG 20.09.2024
/ DE000VD02WG2
BVT Call 3200 CMG 20.09.2024/ DE000VD02WG2 /
| 2024-04-29 8:31:58 AM |
Chg.+0.39 |
Bid10:00:04 PM |
Ask10:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.48EUR |
+18.66% |
-
Bid Size: - |
-
Ask Size: - |
Chipotle Mexican Gri... |
3,200.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD02WG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,200.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-28 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.68 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.20 |
| Parity: |
-0.12 |
| Time value: |
2.47 |
| Break-even: |
3,235.71 |
| Moneyness: |
1.00 |
| Premium: |
0.09 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.03 |
| Spread %: |
1.23% |
| Delta: |
0.56 |
| Theta: |
-0.95 |
| Omega: |
6.77 |
| Rho: |
5.62 |
Quote data
| Open: |
2.48 |
| High: |
2.48 |
| Low: |
2.48 |
| Previous Close: |
2.09 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+86.47% |
| 1 Month |
|
|
+57.96% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.09 |
1.32 |
| 1M High / 1M Low: |
2.09 |
1.30 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
