BVT Call 2700 AZO 20.09.2024
/ DE000VM7SRJ0
BVT Call 2700 AZO 20.09.2024/ DE000VM7SRJ0 /
| 2024-07-26 10:31:43 AM |
Chg.-0.020 |
Bid12:46:42 PM |
Ask12:46:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.550EUR |
-0.56% |
3.580
Bid Size: 3,000 |
3.900
Ask Size: 3,000 |
AutoZone Inc |
2,700.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7SRJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,700.00 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: |
7.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.23 |
| Intrinsic value: |
3.05 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.19 |
| Parity: |
3.05 |
| Time value: |
0.49 |
| Break-even: |
2,842.16 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.06 |
| Spread %: |
1.72% |
| Delta: |
0.83 |
| Theta: |
-1.03 |
| Omega: |
6.58 |
| Rho: |
3.03 |
Quote data
| Open: |
3.550 |
| High: |
3.550 |
| Low: |
3.550 |
| Previous Close: |
3.570 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.93% |
| 1 Month |
|
|
+24.56% |
| 3 Months |
|
|
-1.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.570 |
2.710 |
| 1M High / 1M Low: |
3.570 |
1.840 |
| 6M High / 6M Low: |
6.050 |
1.680 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.990 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.601 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.338 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.08% |
| Volatility 6M: |
|
150.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
