BVT Call 2500 AZO 20.09.2024
/ DE000VM76H76
BVT Call 2500 AZO 20.09.2024/ DE000VM76H76 /
06/09/2024 19:41:34 |
Chg.-0.250 |
Bid21:59:24 |
Ask21:59:24 |
Underlying |
Strike price |
Expiration date |
Option type |
5.530EUR |
-4.33% |
- Bid Size: - |
- Ask Size: - |
AutoZone Inc |
2,500.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
VM76H7 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2,500.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
09/01/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.80 |
Intrinsic value: |
5.77 |
Implied volatility: |
0.70 |
Historic volatility: |
0.19 |
Parity: |
5.77 |
Time value: |
0.10 |
Break-even: |
2,836.99 |
Moneyness: |
1.26 |
Premium: |
0.00 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.03 |
Spread %: |
0.51% |
Delta: |
0.96 |
Theta: |
-1.44 |
Omega: |
4.62 |
Rho: |
0.81 |
Quote data
Open: |
5.760 |
High: |
5.760 |
Low: |
5.530 |
Previous Close: |
5.780 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-8.75% |
1 Month |
|
|
-13.46% |
3 Months |
|
|
+78.96% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.240 |
5.750 |
1M High / 1M Low: |
6.640 |
5.720 |
6M High / 6M Low: |
7.660 |
2.970 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.962 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.190 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.201 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
77.84% |
Volatility 6M: |
|
99.88% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |