BVT Call 2600 AZO 20.09.2024/  DE000VM7SRU7  /

Frankfurt Zert./VONT
2024-07-30  8:05:24 PM Chg.+0.140 Bid10:08:41 AM Ask10:08:41 AM Underlying Strike price Expiration date Option type
4.590EUR +3.15% 5.010
Bid Size: 3,000
5.350
Ask Size: 3,000
AutoZone Inc 2,600.00 USD 2024-09-20 Call
 

Master data

WKN: VM7SRU
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,600.00 USD
Maturity: 2024-09-20
Issue date: 2024-01-03
Last trading day: 2024-09-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 5.70
Leverage: Yes

Calculated values

Fair value: 4.82
Intrinsic value: 4.70
Implied volatility: 0.41
Historic volatility: 0.19
Parity: 4.70
Time value: 0.34
Break-even: 2,907.92
Moneyness: 1.20
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.06
Spread %: 1.20%
Delta: 0.90
Theta: -0.95
Omega: 5.14
Rho: 2.91
 

Quote data

Open: 4.670
High: 4.670
Low: 4.590
Previous Close: 4.450
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+31.14%
1 Month  
+21.75%
3 Months  
+4.56%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.810 3.500
1M High / 1M Low: 4.810 2.520
6M High / 6M Low: 6.850 2.330
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.356
Avg. volume 1W:   0.000
Avg. price 1M:   3.485
Avg. volume 1M:   0.000
Avg. price 6M:   4.081
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   143.05%
Volatility 6M:   127.38%
Volatility 1Y:   -
Volatility 3Y:   -