BVT Call 2700 AZO 17.01.2025
/ DE000VM9C635
BVT Call 2700 AZO 17.01.2025/ DE000VM9C635 /
| 2024-08-14 8:26:24 AM |
Chg.-0.02 |
Bid7:37:35 PM |
Ask7:37:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.28EUR |
-0.38% |
5.61
Bid Size: 13,000 |
5.67
Ask Size: 13,000 |
AutoZone Inc |
2,700.00 USD |
2025-01-17 |
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: |
2025-01-17 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-01-17 |
| 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: |
- |
| 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: |
|
- |
