BVT Call 2800 AZO 17.01.2025
/ DE000VM9C601
BVT Call 2800 AZO 17.01.2025/ DE000VM9C601 /
| 05/09/2024 08:27:57 |
Chg.+0.28 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.40EUR |
+6.80% |
-
Bid Size: - |
-
Ask Size: - |
AutoZone Inc |
2,800.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
VM9C60 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,800.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
31/01/2024 |
| Last trading day: |
17/01/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.81 |
| Intrinsic value: |
3.31 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.19 |
| Parity: |
3.31 |
| Time value: |
1.17 |
| Break-even: |
2,975.03 |
| Moneyness: |
1.13 |
| Premium: |
0.04 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
0.67% |
| Delta: |
0.78 |
| Theta: |
-0.83 |
| Omega: |
4.96 |
| Rho: |
6.51 |
Quote data
| Open: |
4.40 |
| High: |
4.40 |
| Low: |
4.40 |
| Previous Close: |
4.12 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.56% |
| 1 Month |
|
|
-3.93% |
| 3 Months |
|
|
+100.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.76 |
4.12 |
| 1M High / 1M Low: |
4.85 |
4.12 |
| 6M High / 6M Low: |
6.23 |
2.06 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.89 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.12% |
| Volatility 6M: |
|
112.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
