BVT Call 3300 CMG 20.09.2024
/ DE000VD2BNL3
BVT Call 3300 CMG 20.09.2024/ DE000VD2BNL3 /
| 2024-05-31 7:53:42 PM |
Chg.-0.030 |
Bid9:59:07 PM |
Ask9:59:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.130EUR |
-2.59% |
-
Bid Size: - |
-
Ask Size: - |
Chipotle Mexican Gri... |
3,300.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD2BNL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,300.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-18 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.20 |
| Parity: |
-1.57 |
| Time value: |
1.26 |
| Break-even: |
3,167.90 |
| Moneyness: |
0.95 |
| Premium: |
0.10 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.03 |
| Spread %: |
2.44% |
| Delta: |
0.42 |
| Theta: |
-0.90 |
| Omega: |
9.69 |
| Rho: |
3.33 |
Quote data
| Open: |
1.200 |
| High: |
1.200 |
| Low: |
1.050 |
| Previous Close: |
1.160 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.07% |
| 1 Month |
|
|
-38.59% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.420 |
1.130 |
| 1M High / 1M Low: |
1.860 |
1.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.250 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.557 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
