BVT Call 2700 AZO 17.01.2025
/ DE000VM9C635
BVT Call 2700 AZO 17.01.2025/ DE000VM9C635 /
| 16/07/2024 10:36:59 |
Chg.-0.160 |
Bid10:57:50 |
Ask10:57:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.650EUR |
-4.20% |
3.670
Bid Size: 3,000 |
3.940
Ask Size: 3,000 |
AutoZone Inc |
2,700.00 USD |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
31/01/2024 |
| Last trading day: |
17/01/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.10 |
| Intrinsic value: |
2.22 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.19 |
| Parity: |
2.22 |
| Time value: |
1.54 |
| Break-even: |
2,853.45 |
| Moneyness: |
1.09 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.06 |
| Spread %: |
1.62% |
| Delta: |
0.72 |
| Theta: |
-0.68 |
| Omega: |
5.20 |
| Rho: |
8.00 |
Quote data
| Open: |
3.650 |
| High: |
3.650 |
| Low: |
3.650 |
| Previous Close: |
3.810 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.67% |
| 1 Month |
|
|
+18.89% |
| 3 Months |
|
|
-18.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.810 |
3.000 |
| 1M High / 1M Low: |
4.510 |
2.860 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.372 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.610 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
