BVT Call 2700 AZO 20.09.2024
/ DE000VM7SRJ0
BVT Call 2700 AZO 20.09.2024/ DE000VM7SRJ0 /
| 14/08/2024 14:03:02 |
Chg.-0.010 |
Bid16:53:51 |
Ask16:53:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.360EUR |
-0.23% |
4.520
Bid Size: 12,000 |
4.580
Ask Size: 12,000 |
AutoZone Inc |
2,700.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
03/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.24 |
| Intrinsic value: |
4.15 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.19 |
| Parity: |
4.15 |
| Time value: |
0.29 |
| Break-even: |
2,899.44 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.06 |
| Spread %: |
1.37% |
| Delta: |
0.90 |
| Theta: |
-1.15 |
| Omega: |
5.79 |
| Rho: |
2.16 |
Quote data
| Open: |
4.400 |
| High: |
4.400 |
| Low: |
4.360 |
| Previous Close: |
4.370 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.65% |
| 1 Month |
|
|
+53.52% |
| 3 Months |
|
|
+36.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.420 |
4.050 |
| 1M High / 1M Low: |
4.660 |
2.710 |
| 6M High / 6M Low: |
6.050 |
1.680 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.242 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.698 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.472 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.19% |
| Volatility 6M: |
|
145.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
