BVT Call 2700 AZO 20.09.2024
/ DE000VM7SRJ0
BVT Call 2700 AZO 20.09.2024/ DE000VM7SRJ0 /
| 9/16/2024 8:04:22 PM |
Chg.-0.360 |
Bid9:25:20 AM |
Ask9:25:20 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.560EUR |
-9.18% |
3.680
Bid Size: 2,000 |
3.850
Ask Size: 2,000 |
AutoZone Inc |
2,700.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
1/3/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.61 |
| Intrinsic value: |
3.60 |
| Implied volatility: |
0.98 |
| Historic volatility: |
0.19 |
| Parity: |
3.60 |
| Time value: |
0.07 |
| Break-even: |
2,793.03 |
| Moneyness: |
1.15 |
| Premium: |
0.00 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.03 |
| Spread %: |
0.82% |
| Delta: |
0.95 |
| Theta: |
-4.80 |
| Omega: |
7.18 |
| Rho: |
0.19 |
Quote data
| Open: |
3.900 |
| High: |
3.960 |
| Low: |
3.560 |
| Previous Close: |
3.920 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.56% |
| 1 Month |
|
|
-26.75% |
| 3 Months |
|
|
+25.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.920 |
3.560 |
| 1M High / 1M Low: |
4.890 |
3.560 |
| 6M High / 6M Low: |
6.050 |
1.680 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.760 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.165 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.537 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.45% |
| Volatility 6M: |
|
139.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
