BVT Call 2700 AZO 20.12.2024
/ DE000VD62UJ4
BVT Call 2700 AZO 20.12.2024/ DE000VD62UJ4 /
| 8/14/2024 8:41:01 AM |
Chg.0.00 |
Bid6:20:24 PM |
Ask6:20:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.13EUR |
0.00% |
5.62
Bid Size: 13,000 |
5.68
Ask Size: 13,000 |
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: |
5.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.54 |
| Intrinsic value: |
4.15 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.19 |
| Parity: |
4.15 |
| Time value: |
1.02 |
| Break-even: |
2,972.44 |
| Moneyness: |
1.17 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.06 |
| Spread %: |
1.17% |
| Delta: |
0.81 |
| Theta: |
-0.84 |
| Omega: |
4.51 |
| Rho: |
6.36 |
Quote data
| Open: |
5.13 |
| High: |
5.13 |
| Low: |
5.13 |
| Previous Close: |
5.13 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.98% |
| 1 Month |
|
|
+63.38% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.27 |
4.69 |
| 1M High / 1M Low: |
5.27 |
3.28 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
