BVT Call 2700 AZO 20.12.2024
/ DE000VD62UJ4
BVT Call 2700 AZO 20.12.2024/ DE000VD62UJ4 /
| 2024-10-09 10:14:21 AM |
Chg.+0.140 |
Bid10:36:46 AM |
Ask10:36:46 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.160EUR |
+3.48% |
4.150
Bid Size: 2,000 |
4.310
Ask Size: 2,000 |
AutoZone Inc |
2,700.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD62UJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,700.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-31 |
| Last trading day: |
2024-12-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.86 |
| Intrinsic value: |
3.66 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.19 |
| Parity: |
3.66 |
| Time value: |
0.58 |
| Break-even: |
2,884.00 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
0.71% |
| Delta: |
0.84 |
| Theta: |
-0.95 |
| Omega: |
5.59 |
| Rho: |
3.84 |
Quote data
| Open: |
4.160 |
| High: |
4.160 |
| Low: |
4.160 |
| Previous Close: |
4.020 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-11.30% |
| 3 Months |
|
|
+47.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.160 |
3.680 |
| 1M High / 1M Low: |
4.890 |
3.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.940 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.251 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
