BVT Call 3500 CMG 20.12.2024
/ DE000VD21HP4
BVT Call 3500 CMG 20.12.2024/ DE000VD21HP4 /
| 2024-05-17 8:49:19 AM |
Chg.-0.08 |
Bid10:00:04 PM |
Ask10:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.63EUR |
-4.68% |
-
Bid Size: - |
-
Ask Size: - |
Chipotle Mexican Gri... |
3,500.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD21HP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,500.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-28 |
| Last trading day: |
2024-12-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.20 |
| Parity: |
-2.64 |
| Time value: |
1.90 |
| Break-even: |
3,410.24 |
| Moneyness: |
0.92 |
| Premium: |
0.15 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.03 |
| Spread %: |
1.60% |
| Delta: |
0.43 |
| Theta: |
-0.73 |
| Omega: |
6.77 |
| Rho: |
6.48 |
Quote data
| Open: |
1.63 |
| High: |
1.63 |
| Low: |
1.63 |
| Previous Close: |
1.71 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.26% |
| 1 Month |
|
|
+26.36% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.10 |
1.63 |
| 1M High / 1M Low: |
2.11 |
1.20 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
