BVT Call 2600 AZO 17.01.2025
/ DE000VM95JP5
BVT Call 2600 AZO 17.01.2025/ DE000VM95JP5 /
| 11/11/2024 8:26:31 AM |
Chg.-0.32 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.20EUR |
-5.80% |
-
Bid Size: - |
-
Ask Size: - |
AutoZone Inc |
2,600.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
VM95JP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,600.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
2/13/2024 |
| Last trading day: |
1/17/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.91 |
| Intrinsic value: |
4.76 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.19 |
| Parity: |
4.76 |
| Time value: |
0.44 |
| Break-even: |
2,946.88 |
| Moneyness: |
1.20 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
0.58% |
| Delta: |
0.88 |
| Theta: |
-0.89 |
| Omega: |
4.93 |
| Rho: |
3.75 |
Quote data
| Open: |
5.20 |
| High: |
5.20 |
| Low: |
5.20 |
| Previous Close: |
5.52 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.07% |
| 1 Month |
|
|
-0.57% |
| 3 Months |
|
|
-6.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.98 |
4.64 |
| 1M High / 1M Low: |
6.16 |
4.04 |
| 6M High / 6M Low: |
6.30 |
3.08 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.84 |
| Avg. volume 6M: |
|
192.03 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.74% |
| Volatility 6M: |
|
108.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
