BVT Call 3600 CMG 20.09.2024
/ DE000VD45EE4
BVT Call 3600 CMG 20.09.2024/ DE000VD45EE4 /
| 2024-05-17 8:06:19 PM |
Chg.+0.050 |
Bid9:59:46 PM |
Ask9:59:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
+7.69% |
-
Bid Size: - |
-
Ask Size: - |
Chipotle Mexican Gri... |
3,600.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD45EE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,600.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-29 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
36.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
-3.56 |
| Time value: |
0.80 |
| Break-even: |
3,392.25 |
| Moneyness: |
0.89 |
| Premium: |
0.15 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.03 |
| Spread %: |
3.90% |
| Delta: |
0.29 |
| Theta: |
-0.73 |
| Omega: |
10.78 |
| Rho: |
2.68 |
Quote data
| Open: |
0.630 |
| High: |
0.700 |
| Low: |
0.630 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.54% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.650 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.712 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
