BVT Call 2700 AZO 20.12.2024/  DE000VD62UJ4  /

EUWAX
2024-08-01  8:40:04 AM Chg.+0.17 Bid3:55:49 PM Ask3:55:49 PM Underlying Strike price Expiration date Option type
5.03EUR +3.50% 5.11
Bid Size: 13,000
5.17
Ask Size: 13,000
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: 5.70
Leverage: Yes

Calculated values

Fair value: 4.48
Intrinsic value: 4.01
Implied volatility: 0.34
Historic volatility: 0.19
Parity: 4.01
Time value: 1.07
Break-even: 3,002.49
Moneyness: 1.16
Premium: 0.04
Premium p.a.: 0.10
Spread abs.: 0.06
Spread %: 1.20%
Delta: 0.81
Theta: -0.78
Omega: 4.60
Rho: 7.07
 

Quote data

Open: 5.03
High: 5.03
Low: 5.03
Previous Close: 4.86
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+38.95%
1 Month  
+29.97%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.86 3.62
1M High / 1M Low: 4.86 2.70
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.42
Avg. volume 1W:   0.00
Avg. price 1M:   3.52
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   156.12%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -