BVT Call 2700 AZO 17.01.2025
/ DE000VM9C635
BVT Call 2700 AZO 17.01.2025/ DE000VM9C635 /
8/14/2024 8:26:24 AM |
Chg.-0.02 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.28EUR |
-0.38% |
- Bid Size: - |
- Ask Size: - |
AutoZone Inc |
2,700.00 USD |
1/17/2025 |
Call |
Master data
WKN: |
VM9C63 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2,700.00 USD |
Maturity: |
1/17/2025 |
Issue date: |
1/31/2024 |
Last trading day: |
1/17/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.65 |
Intrinsic value: |
4.15 |
Implied volatility: |
0.35 |
Historic volatility: |
0.19 |
Parity: |
4.15 |
Time value: |
1.17 |
Break-even: |
2,987.44 |
Moneyness: |
1.17 |
Premium: |
0.04 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.06 |
Spread %: |
1.14% |
Delta: |
0.81 |
Theta: |
-0.76 |
Omega: |
4.35 |
Rho: |
7.61 |
Quote data
Open: |
5.28 |
High: |
5.28 |
Low: |
5.28 |
Previous Close: |
5.30 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.96% |
1 Month |
|
|
+59.52% |
3 Months |
|
|
+23.94% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.43 |
4.90 |
1M High / 1M Low: |
5.43 |
3.47 |
6M High / 6M Low: |
6.94 |
2.59 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.19 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.53 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.39 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
114.77% |
Volatility 6M: |
|
113.19% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |