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: |
|
- |
