BVT Call 2800 AZO 20.09.2024
/ DE000VM7SRQ5
BVT Call 2800 AZO 20.09.2024/ DE000VM7SRQ5 /
05/09/2024 13:44:39 |
Chg.+0.370 |
Bid14:14:02 |
Ask14:14:02 |
Underlying |
Strike price |
Expiration date |
Option type |
3.440EUR |
+12.05% |
3.440 Bid Size: 3,000 |
3.560 Ask Size: 3,000 |
AutoZone Inc |
2,800.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
VM7SRQ |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2,800.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
03/01/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.35 |
Intrinsic value: |
3.31 |
Implied volatility: |
0.49 |
Historic volatility: |
0.19 |
Parity: |
3.31 |
Time value: |
0.17 |
Break-even: |
2,875.03 |
Moneyness: |
1.13 |
Premium: |
0.01 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.03 |
Spread %: |
0.87% |
Delta: |
0.90 |
Theta: |
-1.83 |
Omega: |
7.42 |
Rho: |
0.92 |
Quote data
Open: |
3.470 |
High: |
3.470 |
Low: |
3.440 |
Previous Close: |
3.070 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-12.69% |
1 Month |
|
|
-6.27% |
3 Months |
|
|
+179.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.940 |
3.070 |
1M High / 1M Low: |
3.980 |
3.070 |
6M High / 6M Low: |
5.260 |
1.080 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.446 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.576 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.901 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
131.69% |
Volatility 6M: |
|
164.42% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |