BVT Call 2600 AZO 20.09.2024
/ DE000VM7SRU7
BVT Call 2600 AZO 20.09.2024/ DE000VM7SRU7 /
| 2024-07-30 8:05:24 PM |
Chg.+0.140 |
Bid8:31:37 AM |
Ask8:31:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.590EUR |
+3.15% |
5.010
Bid Size: 1,000 |
5.920
Ask Size: 1,000 |
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: |
5.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.50 |
| Intrinsic value: |
4.37 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.19 |
| Parity: |
4.37 |
| Time value: |
0.38 |
| Break-even: |
2,878.14 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.06 |
| Spread %: |
1.28% |
| Delta: |
0.89 |
| Theta: |
-1.01 |
| Omega: |
5.30 |
| 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: |
|
- |
