BVT Call 2700 AZO 20.12.2024
/ DE000VD62UJ4
BVT Call 2700 AZO 20.12.2024/ DE000VD62UJ4 /
10/18/2024 8:43:30 AM |
Chg.+0.24 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.66EUR |
+5.43% |
- Bid Size: - |
- Ask Size: - |
AutoZone Inc |
2,700.00 USD |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
5/31/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.58 |
Intrinsic value: |
4.44 |
Implied volatility: |
0.39 |
Historic volatility: |
0.18 |
Parity: |
4.44 |
Time value: |
0.45 |
Break-even: |
2,973.39 |
Moneyness: |
1.18 |
Premium: |
0.02 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.03 |
Spread %: |
0.62% |
Delta: |
0.87 |
Theta: |
-0.97 |
Omega: |
5.22 |
Rho: |
3.51 |
Quote data
Open: |
4.66 |
High: |
4.66 |
Low: |
4.66 |
Previous Close: |
4.42 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.65% |
1 Month |
|
|
+22.31% |
3 Months |
|
|
+34.29% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.69 |
4.18 |
1M High / 1M Low: |
4.93 |
3.64 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.48 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.24 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
132.79% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |