BVT Call 2600 AZO 20.09.2024
/ DE000VM7SRU7
BVT Call 2600 AZO 20.09.2024/ DE000VM7SRU7 /
| 01/08/2024 08:23:47 |
Chg.+0.19 |
Bid18:51:03 |
Ask18:51:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.20EUR |
+3.79% |
5.20
Bid Size: 12,000 |
5.26
Ask Size: 12,000 |
AutoZone Inc |
2,600.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
03/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.05 |
| Intrinsic value: |
4.93 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.19 |
| Parity: |
4.93 |
| Time value: |
0.32 |
| Break-even: |
2,927.10 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.06 |
| Spread %: |
1.16% |
| Delta: |
0.91 |
| Theta: |
-0.94 |
| Omega: |
5.01 |
| Rho: |
2.88 |
Quote data
| Open: |
5.20 |
| High: |
5.20 |
| Low: |
5.20 |
| Previous Close: |
5.01 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+46.48% |
| 1 Month |
|
|
+32.32% |
| 3 Months |
|
|
+11.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.01 |
3.55 |
| 1M High / 1M Low: |
5.01 |
2.55 |
| 6M High / 6M Low: |
6.89 |
2.18 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.46% |
| Volatility 6M: |
|
133.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
