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: |
|
- |