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: |
|
- |